CSFB Offers Credit Risk System to +Buy Side


LONDON--Credit Suisse First Boston (CSFB) is now offering its new PortfolioRisk+ proprietary portfolio credit risk management tool to all its buy-side clients. PortfolioRisk+, which has been available to CSFB clients since February, measures how tail risk--the risk of exceptionally large credit losses in ‘abnormal’ years--combines in credit portfolios.

CSFB’s tool has two key elements: first, forward-looking credit risk distributions are generated for each credit in the portfolio, then these

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: