Credit Portfolio Management

Credit Portfolio Management

FRA provides assistance and technical support to financial institutions that are adopting modern portfolio techniques in the management of their credit portfolios and insurance surplus accounts.

Using expert knowledge gained from actual practice working in world-class financial institutions, FRA associates provide structuring advice and credit risk management perspective on the transaction approval process; we assist clients in managing credit exposures of loan, derivative, and foreign exchange portfolios; we assist in the recovery of impaired loans; and perform in-depth analysis of industry, sovereign and settlement risk.

Solutions

• Assist clients to select appropriate credit portfolio modeling tools

• Validate model using scenario and stress testing

• Facilitate client data warehousing projects

• Explore sound portfolio management strategies

• Facilitate agreement with senior management on: (1) risk adjusted performance measures, (2) capital allocation techniques, and (3)  transfer pricing

• Develop policies and procedures for sound risk management practices.