The benchmark for measuring credit risk.

• A value-at-risk (VaR) framework applicable to all institutions worldwide that carry credit risk in the course of their business.
• A full portfolio view addressing credit event correlations which can identify the costs of over concentration and benefits of diversification in a mark-to-market framework.
• Results that drive: investment decisions, risk-mitigating actions, consistent risk-based credit limits, and rational risk-based capital allocations.