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EXPOSURE TO SMALL BANKS

Credit analysts may sometimes find it difficult to define criteria to set credit limits to small, unrated banks without publicly traded instruments from which a risk measure or premium can be obtained. SMB captures every relevant piece of information from audited accounts of such banks, as well as region effects, including the possibility of central bank support, to arrive at a probability of default (PD), expected loss and an indication of an appropriate limit.

Please contact Kurtosis to obtain credentials  or a demo version 

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