I want a report on different risk visualizations options available for
presenting Credit Exposures, Credit Quality, Credit Value at Risk ,
Portfolio Management, Economic Capital numbers. I am looking for
innovative visualization schemes that can show complex
multi-dimensional risk data in a summarised manner to say senior
management. Here are two links that will help you in understanding my
requirements better:
http://www3.sympatico.ca/blevis/gallery.html
http://www.cmra.com/html/risk_visualization.html
Valid Answers must have clear depiction of visualizations schemes
through images, ppt etc. It is good include the s/w tool that produced
these visualizations. Pls note that I am looking for "innovative"
schemes. This mean standard schemes as available in commercial s/w
like CreditManager etc. do not count. But custom charts in Excel are
OK. Also your answers must be relevant to VaR, CVaR, PM related
metrics etc mentioned above. I need some estimate of their industry
prevalence also. If you can highlight what are key risk metrics then
that would be a bonus.
Some other details on complexity that may be useful:
Portfolio Charecteristics : Predominantly fixed income with global
presence, serves multiple market Segments with multiple products.
Please let me know if you need further clarifications.
best wishes,
ic. |
