CSFP Releases Creditrisk+ Credit Risk Management Framework
CREDIT Suisse Financial Products (CSFP) has released CreditRisk+, an internally developed framework for measuring and managing credit risk. Bank officials say CreditRisk+ is based on a "modern approach" of managing credit risk across a portfolio of assets. The system calculates the economic capital required to support credit risk and highlights the riskiest assets within a portfolio.
Mark Holmes, head of risk management and quantitative analysis at London-based CSFP, says the system's portfolio
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