Customers & Industries: Federal Home Loan Bank of Indiana Industry: Banking/Finance Product(s): @RISK Application: Portfolio Credit Risk Summary Federal Home Loan Bank of Indianapolis’ Enterprise Risk Management team needed to be able to create robust credit portfolio loss models that could account for the complex correlations among risk exposures, such as joint default and collateral value correlations. Thanks to@RISK, the Bank’s team was able to create models that comprehensively and accurately quantify credit risk exposure via loss distributions and Value-at-Risk metrics. @RISK Home Customers & Industries Federal Home Loan Bank of Indiana The @RISK framework gives you robust tools to do sensitivity analysis and optimization, so our model gives us the ability to do a variety of stress te

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