Credit Risk Parameters, Not Analytics, Create Errors


NEW YORK--The good new for risk managers is that several internal and commercial credit risk portfolio models have been recently developed. The bad news, however, is that the disparity in the inputted parameters required by various models-and not their internal analytics-create equally divergent risk outputs that lead to inconsistent recommendations for credit risk management, risk-based pricing and portfolio optimization. To offset this problem, risk managers should focus on the most accurate

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here