Algorithmics and Moody's Risk Management Services Develop Integrated Portfolio Products


NEW YORK--Algorithmics and Moody's Risk Manage- ment Services (MRMS) have announced plans to develop integrated portfolio products that will help assess and manage portfolio credit risk.

Moody's and Algorithmics will connect Moody's suite of Riskcalc default prediction models to Portfolio Credit Risk Engine, Algorithmics' credit portfolio analysis software. Because the engine estimates portfolio credit risk at the enterprise level, it consistently aggregates banking and stochastic trading book

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