Solutions Detail
Comprehensive View (PDF Version)
Moody's KMV insight and solutions allow clients to form efficient strategies and actively manage credit risk across the portfolio.
  • Establish portfolio strategy to maximize returns and minimize credit risks
  • Risk-based pricing at the portfolio level
  • Reduce credit concentration using credit derivatives
RA
Moody's KMV enables clients to measure, value and monitor credit risk at the portfolio level across multiple asset classes.
  • Understand portfolio risk/return characteristics
  • Calculate, allocate and monitor economic and regulatory capital
  • Mark-to-market and transfer pricing
Moody's KMV solutions measure and identify key risk drivers for borrowers, allowing clients to identify strategies for risk-based pricing, limit setting and risk tracking.
  • Utilize leading-edge quantitative default probabilities and loss given default measures
  • Implement risk-based pricing from origination through repayment
  • Enhance internal ratings systems by blending quantitative and qualitative factors
  • Track credit risk migration: early warning tools provide alerts to high-risk borrowers
Moody's KMV helps connect essential data sources and deliver critical information throughout the firm to ensure proper risk measurement and management.
  • Build uniform infrastructure across entire firm
  • Collect, organize and store borrower data and financial statements at one single source
  • Develop internal ratings framework
  • Test efficacy of internal ratings over time