CreditManager®

Providing institutions sophisticated risk and economic capital management capabilities

Quality assurance for your investment process.

A defining advantage of RiskMetrics Group since the beginning, our fully transparent methodology and services ensure that clients see the full picture of risk. The current market turmoil is proving, once again, that risk comes not from analytics, but from assumptions you did not know you made.

No black boxes, just a clear picture of risk.

A complete credit portfolio management suite

CreditManager® is the application service based upon RiskMetrics' CreditMetrics™ methodology—widely regarded as a proven benchmark standard for credit risk measurement. CreditMetrics is a portfolio credit model, and through CreditManager our clients access a complete set of analytics, data, managed services and consulting support to manage portfolios via our ASP or stand-alone service.

CreditManager takes information on exposures, underlying obligors, and market conditions as inputs, and outputs the distribution of potential returns for your portfolio, composed of the exposures at a fixed horizon in the future. From this distribution, it is possible to produce statistics which quantify the portfolio’s absolute risk level, such as the standard deviation of value changes, or the worst case loss at a given level of confidence.

Our suite of services, using best market practices, are designed to relieve our clients from the burdens of data collection and operation, allowing them to focus on risk and portfolio management.

Please contact us to ensure you are making informed decisions in your credit investment process.