Our purpose:
When we help our clients better quantify and manage their risks, we contribute to a safer financial system and a more stable economy where people can thrive.
What we do:
We are a consulting team specialized in credit risk modelling. In the context of active credit portfolio management, we help our clients develop or validate:
- Counterparty, facility and collateral risk models (parameters: PD, EAD/CCF/LEQ, LGD and Dilution),
- Portfolio loss distribution models (parameter: assets’ correlation structure), and
- Securitization models (tranches’ risk parameters: PD and LGD).
Last, but not least, we are cost aware.
We make sure that our daily rates are competitive; and that the frameworks and models we put in place are cost-effective over their life cycles – in terms of: cost of data, time required from analysts to use our models, and cost of implementation, review and maintenance.
Recent projects:
- [CIB] Development of PIT forward-looking LGD models covering Specialised Lending exposures (incl.: infrastructure, real estate, aircraft and commodities' limited-recourse finance) - used for IFRS 9 provisioning and stress testing purposes
- [CIB] Development of a PIT forward-looking LGD model covering Large Corporate unsecured exposures (first of its kind among French banks)
- [Banking group] IRB-repair of Financial Institutions rating system (covered counterparties: Banks, Insurers, Mutual and Alternative-Investment Funds, Independent Brokers and Asset Managers - differentiation and quantification of default risk)
- [Banking group] Remediation of the IAA model covering ABCP conduits (securitization) – including the calibration of the correlation parameter (using the Vasicek framework)
- [Banking group, MRM] validation of Personal-Finance IRB LGD models
- [Banking group] Backtesting of Factoring rating system (incl. the dilution parameter)
[...]
If you have any questions regarding our value proposal, please contact us at: contact@neonrisk.com
Company Details
- Employees
- 13
- Founded
- -
- Address
- Tour Legende, La Défense,paris,france
- Industry
- Business Consulting And Services
- NAICS
-
Management, Scientific, and Technical Consulting ServicesManagement Consulting ServicesOther Scientific and Technical Consulting ServicesOther Management Consulting Services
- Website
- neonrisk.com
- HQ
- La Défense, Paris
Neon Risk Consulting Questions
Neon Risk Consulting's website is neonrisk.com
Neon Risk Consulting's LinkedIn profile is https://fr.linkedin.com/company/neonrisk
Neon Risk Consulting has
13 employees.
View email and phone details for 13
employees at Neon Risk Consulting.
Neon Risk Consulting's industry is
Business Consulting and Services
Neon Risk Consulting's top competitors are
Lamarck Group,
Avisia,
Sentry Software,
Forvis Mazars En France,
Bluecourses,
Carrefour Banque & Assurance,
Neon Consulting,
Nexialog Consulting,
Neodvisory,
Fondation D.fapong.
Neon Risk Consulting's categories are Business Consulting and Services
Neon Risk Consulting's founding year is 2020
