Credit Risk Consulting
Insights, Modelling, Solutions, Guidance
In the last few years lenders have had to stretch their analytical capabilities in constructing models for the Basel Accord. We have seen some analytical problems that many lenders have faced but which have never been properly resolved, leading to potentially inappropriate modelling solutions.
With the rush for I.R.B. compliance mostly over, we believe that the time is right to address these issues. Typically, research projects could be (a) run by ourselves, or (b) we could act as consultants to internal teams or (c) we could work with key university experts in the case of difficult topics.
Some starter possibilities are:
We welcome discussion on these and other areas.
Avenir Risk Limited