Loan portfolios are affected by both interest rates and the risk of defaults. In complex loan books, with credits to different types of counterparties and long maturing exposures, it can often prove difficult to state with certainty, future states, cash flows, and present valuations. A credit risk manager often has to deal with distributions and probabilistic modeling of cash flows to arrive at either a loss distribution or valuation distribution.

In this webcast recording you will see how TIBCO Spotfire's Loan Analytics solution can help you gain insights into your loan book. Learn how to:

• Create a modeling workflow, and perform the modeling, and finally visualize the results
• Interactively and intuitively visualize the results of complex simulations
• De-mystify the contents of a typical risk report
• State with certainty, future states, cash flows, and present valuations
• Deal with distributions and probabilistic modeling of cash flows