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Integration


Historically, complex risk models have been developed on a standalone basis, providing insights into individual risks to facilitate one-off transactions. Their utility rarely survived the completion date of the deal in question. As the ART market matures, however, models will need to serve as dynamic tools for the ongoing analysis and management of portfolio risk. Without the continuous maintenance and combining of individual transaction models into an integrated ART sub-portfolio model, or a broader (e.g., whole-of-account) risk model, ART market efficiency and capacity will remain constrained.

RISC launched its portfolio integration initiative in early 2000 to address this market need. RISC Integration initially focused on integrating our own internal models. We have also entered into discussion with selected clients to develop a state of the art framework to analyze portfolios of risks by integrating our models with non-RISC models. RISC Integration aims to allow clients to build a distribution of results for a portfolio combining a range of transactions and risk classes as well to perform what-if analysis on certain variables that affect a given integrated portfolio. RISC Integration will enhance our clients' ability to evaluate and price incremental transactions, to evaluate capital requirements and to manage the portfolio transactions in the context of their existing book of business.


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