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QRM Predicts Credit Risk.(Quantitative Risk Management)(Brief Article)
Chicago -- Quantitative Risk Management here said that one of the nation's five largest banks has gone live with the company's new credit risk module for forecasting credit losses in commercial and consumer loan portfolios.
QRM said the unnamed bank's portfolio analysts now generate credit-loss forecasts in which economic variables such as the unemployment rate and gross domestic product can be simulated to ...
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