Analyse your exposure to systemic shocks and other events on the tail of the loss distribution. The mathematical foundation of LBRM is an innovative method for representing diverse financial contracts, based on original research. This makes LBRM especially suited for analysing large portfolios of mixed products such as mortgages, credit lines and derivatives.
The innovative structure of LBRM allows for efficient and fast calculations. LBRM can update and modify scenarios in real-time without a complete recalculation.
LBRM can model different risk types within the same model. Therefore a portfolio can be checked for market and liquidity risks, without using siloed models for each risk type and potentially underestimating dynamic effects between risk types.
LBRM’s accurate risk mapping can be used to tailor complementing products that add revenue while reducing risks.
Based on the "PRATT" theme" by BLACKTIE.CO