Credit Model Development and Evaluation

• Pricing models for corporate bonds to credit card portfolios.
• Credit loss prediction.
• Transition probabilities.
• Default contagion.

Risk Management

• Designing paradigms for transfer pricing.
• Evaluating extant methodologies.
• Counterparty risk modeling.

Risk Capital

• Measurement of economic capital.
• Decentalized allocation of economic capital.
• Measurement of corporate performance metrics.

Return