Description
CMOL Advanced Credit Models provides structural, time-series, portfolio, and credit models on estimating PD, EAD, LGD, credit exposures, options-based asset valuation, volatility, debt instrument valuation, Credit Conversion Factors (CCF), Loan Equivalence Factors (LEQ), and a myriad of other models, and incorporates them into a simple-to-use and integrated software application used by small and midsize banks. It simplifies the risk-based Basel II and Basel III requirements providing to managers, shareholder and stakeholder powerful analytics with user-friendly results and compliance reports.
