Portfolio Optimization

Leverage our industry-leading models, software, and exceptional services to effectively measure, monitor, and manage credit risk within your portfolios.

Our solutions enable you to rapidly measure and benchmark portfolio-level credit risk and return across your entire organization. With our correlation, economic, and credit risk models and analytics, you can compare portfolio risks and identify specific actions to improve portfolio performance. You can also model and assess the impact of credit risk factors, such as pricing models, risk concentrations, correlations, hedging, and stress tests across the trading and banking book.

Our scenario analysis tools allow you to stress test a portfolio and perform what-if analyses across all asset classes. You can use different inputs and model assumptions to determine losses and assess capital adequacy under changing economic conditions. With robust reporting, you can easily articulate portfolio management strategies to a variety of stakeholders.

Analyze the impact of economic events on the credit risk of the portfolio

With ongoing pressures to comply with regulatory stress testing guidelines, institutions are challenged to stay ahead of strategic business objectives, including setting and refining limits, defining contingency plans, and planning for liquidity. Our solutions help institutions create a stress testing program to support such objectives. You can perform scenario and what-if analyses using a bottom-up approach to measure the impact of adverse events on obligors, or sets of obligors, with significant exposures in the credit portfolio. Our models, data, software, and expert judgement can be an aid to an institution's top down process, providing transparency when communicating to management.

Improve portfolio structure and address concentrations while generating revenue

Continued emphasis on revenue generation and meeting business objectives brings ongoing pressures for growth, specifically in ways that meet desired return thresholds. Our solutions can help improve revenue growth, balance revenue versus return against evolving capital measures, and manage exposure strategies among lines of business. We assist in setting limits that address concentration and correlations within your portfolio while taking into account your business and credit strategies, credit appetite, and existing level of portfolio diversification. We can support you in defining credit risk strategies aligned with portfolio profitability and pricing objectives.