Credit Risk Modeling using Spotfire Analytics

Credit risk in loan portfolios is a key determinant of economic capital at banks. In this webcast, Venkat Mullur, TIBCO's Senior Director (Financial Industry Solutions), will demonstrate a CreditMetrics implementation in Spotfire Analytics. The discount curves for each rating will be derived using the Nelson-Siegel term structure model. The unique way in which Spotfire Analytics leverages statistical functions and models makes it easy for the business analyst to visualize all the underlying inputs, and easily interpret risk measures such as credit-VaR and economic capital. This is a great opportunity to see one of the most cutting-edge analytics platforms in existence today, developed with the lessons of greater transperency and intuitiveness learnt in the wake of the recent global banking crisis.