Independent, Transparent, Reliable, an integrated service offering, for a better control of your credit and counterparty risks
Pricing platform
Finally, you can delegate to us the valuation of your products by choosing our related service that is accessible through a thin client.
Monitoring and supervision service
This service includes the production of risk measurement indicators and the construction and implementation of stress tests. It is based on a multi-models approach and a methodology of comparing spreads and probabilities. It also offers you a service of alerts and monitoring of the credit market “at your choice”.
We provide consulting and guidance services and highly available assistance, in case of exceptional credit events that may lead to a renegotiation of agreements.
Audit and permanent control of portfolios or credit products
In the form of limited audit assignments or as a permanent control in a service-bureau mode, this service offers an audit on your transactions and on your internal processing chain.
Its aims to allow you to limit risks that often result from a nontransparent, complex, or even confined management.
Access to pricing library
CRIS library is also available in direct access for the in-house implementation on the credit derivatives scope and beyond, to take in account counterparty risk valuating structured Equity and Fixed Income products.
The CRIS offer relies on the complementarities of three companies: JPLC, Zeliade Systems and OTC Conseil. Labeled as “innovative” by the competitive cluster “Finance Innovation” and co-financed by the Single Interministerial Fund, CRIS is supported by the work of two research labs and two industrial partners, Dexia CLF et Microsoft France.
For more information, please consult these web sites:
http://www.cris-creditrisk.com/
Or read these documents:
Two Innovative Projects: CRIS and PARIS
OTC Conseil Newsletter - January 2008
