Allianz picks credit valuation provider
Allianz SE has chosen Moody’s KMV to provide credit valuation tools. Products the firm has selected include RiskFrontier, a portfolio-management solution, that will help it to analyse the effect of collateralised debt obligation tranches in its portfolios and carry out stress-testing across multiple commercial loans and asset classes. It will also use CreditMonitor and CreditEdge for quantifying default risk.
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