Select the preferred region/country and language from the list below:

Check this box to go to your preferred country/region and language homepage every time you visit

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:

  • 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.
Standard & Poor’s Portfolio Risk Management 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:
  • 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.
Request more information  l  Other Risk Solutions products and services

Offered by S&P Valuation and Risk Strategies.

Contact Client Services


Call Tree Options
Contact Us