Neon Risk Consulting provide risk management tools and consulting services to financial institutions. Domains of expertise in credit/counterparty quantitative risk management are:
➜ Methods, analytics and models used for: pricing, provisioning (IFRS 9 and CECL), stress-testing (EU and CCAR/DFAST) and economic/regulatory capital.
➜ Risk parameters: Probability of Default (PD), Exposure at Default (EAD/CCF/LEQ), Loss Given Default (LGD), Correlation and Dilution modelling.
➜ Portfolio models: Loss distribution and securitisation modelling. Structured products’ pricing. Empirical calibration of assets' correlations (Vasicek framework).
➜ For the assets' classes: Securitization, Corporates (Large and SMEs), Banks and FIs, Sovereigns/ Municipalities/PSEs, Specialized Lending (Aircraft, Shipping, Project, Commodity and Real Estate Finance), Private Banking and Retail.
➜ Trading book: adjustments to derivative contracts' valuations (CVA).
➜ Development or independent-validation of models.
Visit us at: www.neonrisk.com
0
Total investors
0
Early stage
0
Mid stage
0
Late stage
2020
Founded
Investors
0 investors
All
Early stage
Mid stage
Late stage
No investors in this category
Frequently asked questions
When was Neon Risk Consulting founded?
Neon Risk Consulting was founded in 2020.
What industry is Neon Risk Consulting in?
Neon Risk Consulting operates in Business Consulting and Services. Find similar Business Consulting and Services investors on gritt.io.
Where is Neon Risk Consulting based?
Neon Risk Consulting is headquartered in Paris, France.
Find investors for your startup like Neon Risk Consulting
Gritt sends AI-personalised outreach to each investor — from your Gmail
