Creditrisk+ release: Credit Suisse Financial Products (CSFP), the London-based derivatives subsidiary of the Credit Suisse Group, has introduced a new portfolio credit risk model.

The new model, dubbed Creditrisk+, "addresses all aspects of credit risk from quantitative modelling to the development of practical techniques for its management," says Marc Lore of CSFP.

He adds that Creditrisk+ has already been rolled out as a risk management and analysis tool within the Credit Suisse Group.


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