Benefits & Features:
Analyze All Risk Classes and Project Future Loss Rates

PortfolioView™ fully recognizes and incorporates the benefits of diversification across portfolios and geographies. Our system overcomes the problem of "data blanks" by utilizing data fed by our custom built RiskWarehouse™ that is derived from internal historical data. It integrates any and all internally available risk information to generate, on demand, transition matrices that are incorporated in the accurate quantification of expected loss and unexpected loss of both commercial and retail portfolios.

In contrast to time consuming, labor intensive and unreliable processes that depend on sampling, PortfolioView™, in conjunction with RiskWarehouse™, can analyze the entire exposure book in a short time frame, generally from a few minutes to within an hour for most portfolios.

PortfolioView™ and RiskWarehouse™ can:

  • analyze all risk classes, performing and criticized;
  • project future loss rates across all risk classes;
  • project loss rates for any future term or for the life of the portfolio;
  • provide an integrated basis for risk capital allocation;
  • provide a robust basis for risk adjusted pricing;
  • facilitate ad hoc monitoring of the entire portfolio or any segment;
  • facilitate stress testing of the entire portfolio or any segment;
  • prevent concentration risk based on capital exposure not notional exposure;
  • allow contemporaneous monitoring of the portfolio;
  • act as an early warning system.
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