KRIS credit portfolio analysis features high ease of use due to its seamless integration with the Kamakura default probability service and its reliance on the extensive Kamakura network of multi-chip servers which perform the calculations.
KRIS credit portfolio analysis boasts a number of important features that make it unique among analytical packages, chief among them are a multiple models approach, powerful servers hosted by Kamakura in a highly secure computer facility shared with major financial institutions and agencies of the U.S. government, and repeated demonstrations as more accurate than agency ratings and agency-supplied default probabilities as a basis for default prediction.
The primary benefits of KRIS credit portfolio analysis are objective credit quality measurement, modern default correlation technology, high performance default prediction and no conflict of interest. credit portfolio modeling analyses are available via online access.
Users can choose among multiple credit portfolio simulation techniques. These techniques include the commonly used Copula/Merton approach as well as more advanced methodologies such as Macro-Factor Driven Default Probability Portfolio Modeling which can pull from 27 international macro-economic factors. Outputs include valuations, value distributions, losses and loss distributions.