Risk models

Asset Management

Risk or uncertainty is a part of our daily lives. Models are used to estimate the magnitude of uncertainty and the potential impact it may have on an investment or a business.

Ferra has a long history in developing risk models to measure

  • Credit risk
    • Credit metrics
  • Market risk
    • Value at risk
    • Symmetric and asymmetric GARCH models
      • News impact curves
    • Extreme value theory models
    • Refinancing risk
  • Operational risk
    • Fraud detection models