Solutions Detail
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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