Credit Risk Platform Qorus-NTT DATA Innovation in Insurance Awards 2025- Nominated

Our solution introduces a predictive causality network to map credit risk contagion among corporate and government bond issuers. Initially applied to a $90 billion AUM and now extended to $230 billion, this tool transforms credit risk management by providing an interconnected view of market dynamics, aiming to offer early warning signals and a detailed topology of credit risk propagation.

We did not find in the market a solution able to answer to this need, so that we made it. Our advanced volatility filtering and predictive analytics outperform traditional methods, especially during major market events like COVID-19 and the Russo-Ukrainian war. Our solution merges together sophisticated econometrics with Quantum Inspired computational solutions. The framework we propose is extremely flexible, as you can see here: https://papers.ssrn.com/sol3/Delivery.cfm/5117667.pdf?abstractid=5117667 https://papers.ssrn.com/sol3/Delivery.cfm/5130271.pdf?abstractid=5130271

Collaborating with Risk Management and portfolio managers, we’ve crafted a tool that’s not only powerful but user-friendly. It’s been rigorously tested, showing exceptional results and enabling proactive, informed decision-making.