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Credit risk analytics is focussed on the analytical process around the definition and measurement of risk. This is normally done through a form of credit scoring, integrated with recovery modelling and portfolio loss forecasting. The firm’s principals have been at the forefront of cutting edge risk measurement for many years.
Some specific areas that would be covered are:
- Reviewing, establishing and/or upgrading risk frameworks at the sovereign, sector and individual borrower level
- Assistance defining categories of credit risk and how they should be aggregated
- Establishing tools for measuring risk across portfolios
- Reviewing, establishing and/or upgrading the process for measuring product risk included traded products