Risk Analytics & Exposure Reporting
Duration, credit quality, concentration and stress-testing across portfolios
Portfolios Assessed
4
Clear
2
Watch
1
Breach
1
| Portfolio | Duration (yrs) | Credit Quality | Top Concentration | Status |
|---|---|---|---|---|
| Fenwick Insurance Co. — Bond Book | 6.2 | AA- | 4.1% | Clear |
| Larsen Reinsurance Group | 8.9 | A | 12.4% | Watch |
| Osei Corporate Treasury | 1.4 | AAA | 2% | Clear |
| Whitfield Pension Trust | 11.2 | BBB+ | 18.7% | Breach |