Portfolio Risk Management
Standard & Poor's Portfolio Risk Management offers a wide variety of products and services designed to help financial professionals measure, monitor, and manage their portfolio credit risk. These services help address a wide array of current industry-related issues including:
Standard & Poor’s Portfolio Risk Management
- Increased pressure from regulators to improve credit portfolio analysis and risk-based decision making;
- The need for forward looking credit risk analysis to anticipate changes in the credit profile of obligors, facilities, and the overall credit environment;
- Increased competitive pressures brought on by the broader adoption of Basel II and other best practice risk management frameworks; and
- Volatility in the credit markets.
products and services are designed to ensure regulatory compliance and to provide risk measures at the portfolio level, including:
- Expected loss calculations;
- Portfolio value at risk/economic capital;
- Marginal contribution analysis;
- Concentration analysis;
- Risk contributions of sub-portfolios or individual assets; and
- Stress and scenario analysis.
Clients who use Standard & Poor’s Portfolio Risk Management tools are better positioned to:
Request more information l Other Risk Solutions products and services
Offered by S&P Valuation and Risk Strategies.
- Assess credit risk and performance across geographies, business units, sectors, and portfolios;
- Identify and manage industry, sector, and obligor concentrations;
- Determine optimal portfolio composition and hedge strategies;
- Make informed decisions about capital allocation, pricing strategies, and new exposures; and
- Establish and manage a range of limits.