Diversification Effects on Portfolios Exposed to Emerging Markets
We provide financial departments of international companies with a quantitative measure of the diversification effects from a portfolio of emerging market exposures (investment, projects, future cash flows, etc.) and the results in terms of the reduction in the cost of capital associated to such exposures.
Statistical analysis on long-term risk elements (Risk Ratings, exchange rates, interest rates...) enables a precise measure of correlations. These correlations are then incorporated into our proprietary cost of capital measure for individual country exposure based on the diversification effects.
Bank Mapping Tool
Provide a robust measure of risks on banking counterparties in developed and emerging countries.
A proprietary non-linear model is used based on a combinatorial approach of different aspects of banking risks giving a relative risk measure on any given sample of banks, from less than one hundred to more than one thousand bank counterparts worldwide.