CreditManager provides a methodology and suite of services for assessing portfolio risk due to changes in debt value caused by obligor credit quality volatility. Some of our latest timely additions to the CreditManager suite of services include:

• 
  • Position Enrichment
    • We have now built a workflow that lets you load only the most basic exposure information, such as CUSIP or ISIN, and we will enrich these exposures, identify their obligors, map them to the relevant factors and produce the R2 and weights. The entire process can be done via a simple managed service and can be customized to your needs.
• 
  • Obligor Enrichment
    • Calculating R2 calculation is part of the position enrichment described above. However, if only obligor data is required, we have now built a process in which we can provide you with obligor information alone such as, R2, weights with respect to relevant factors as well as Moody and S&P ratings.
• 
  • Business Consultancy
    • Adding to the credit expertise we have always had at RiskMetrics Group, we have assembled a team of experienced business consultants that can help with many aspects of your credit risk management, from operational issues such mapping obligors, setting correlations, creating internal ratings and creating loan pools to strategic issues such as restructuring portfolios and integrating risk management into the portfolio construction and allocation process.
• 
  • Constant Upgrade Path: Recent Improvements
    • Securitization Exposures
      which can help you model structured products.
    • Scenario Generation
      which lets you create multiple scenarios and stress tests and measure their effect on your risk and capital.
    • Correlation-Based Simulation
      which allows you to map your obligors to any set of factors, such as commodity prices, or interest rates, and not only to equity indices.