Risk Management

Risk Management and Consultancy Services

RCRT provides both risk management consultancy services, and portfolio risk management software, particularly for the finance industry - for further information, please Contact Us.

• You might also want to take a look at the: RCRT Risk Commentary Blog.

Our Risk Management, Portfolio Analysis and Economic Capital Area

• Risk Management Principles

  We give a short list of some of the basic principles that we believe are fundamental to good risk management.

• Portfolio Analysis

  We provide a brief overview of credit portfolio risk analysis - and some of our risk management software.

• Economic Capital

  We give a brief overview of 'Economic Capital', a widely used approach to modern portfolio risk analysis.

• Portfolio Statistics

  Gives an overview of some of the most important statistics used when quantifying risk and analysing estimated portfolio loss distributions.

• Our On-Line Portfolio Model

  We have built a simple 'on-line' demonstration model that computes a credit portfolio loss distribution function. This model runs within the client browser, and plots the computed portfolio loss distributions in the browser window.

• Basel-2

  Provides an overview of the Basel-2 regulatory accord and some of its requirements.