HSBC takes Moody’s KMV for credit risk

HSBC has taken on Moody’s KMV Portfolio Manager to help assess the bank’s credit portfolio risk. Portfolio Manager evaluates portfolio credit risk economic capital by measuring portfolio and benchmark volatility, concentrations and tail risk. The system is part of the bank’s global economic capital initiative and its Basel II programme.

“Portfolio Manager can benefit our company on a global level by helping us understand the risk-based capital requirement of our credit portfolios, thereby

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