NEON RISK CONSULTING

Neon risk consulting email format

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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
HQ
La Défense, Paris
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