Credit risk means the possibility that the value of a financial transactions or portfolio may deteriorate by the credit factors of debtors. We offer a package software called CreditGauge® which measures the credit risk of the credit portfolio. CreditGauge® has functions to compute indices important for risk management, such as EL (Expected Loss) which is the credit cost as the average loss occurring in a year; and UL (Unexpected Loss) which is the credit risk amount as the maximum loss within a certain confidence interval, basing on the rating of debtors and fundamental data of the credit portfolio, including EAD (Exposure at Default) and LGD (Loss Given Default).
In addition to consulting services regarding credit portfolio analysis to actively utilize risk measurement results, we offer consulting services for the development of financial scoring models to evaluate corporate credibility from corporate financial data etc., and to estimate the default rate by rating.
Furthermore, we offer consulting services for CPM (Credit Portfolio Management) that controls credit risks by evaluating the credit risk and return and that reduce the credit concentration risk by transferring credit risk to enhance the soundness and profitability of a portfolio.
We are pleased to announce that we have earned patents for a method and apparatus of quickly and accurately calculating credit risks of portfolios both in Japan and in the United States.
Please see the document here for more information about this invention. (US patent number 7627511.)
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