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Modeling
Convert any probability of default for a portfolio of counterparties into a loss distribution.
Simulate stress scenarios
Model how market shocks impact exposures across CeFi, DeFi, and OTC venues.
Model contagion risk
Quantify how a single counterparty collapse could cascade across the portfolio.
Assess impact of new counterparties
Quantify how onboarding new venues or lenders affects portfolio-wide risk and concentration.
Calibrate reserve capital
Set capital buffers based on modeled loss distributions under extreme but plausible market conditions.
Variable levels of contagion
Simulate stress scenarios by modeling different levels of contagion risk in your portfolio.
One click for 1 million simulations
Automatically graph the distribution of defaults and severity of losses based on your specific portfolio parameters.
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Agio Ratings Features
Monitoring
Track on-chain risk signals in near real-time.
Monitoring
Track on-chain risk signals in near real-time.
Modeling
Convert any probability of default for a portfolio of counterparties into a loss distribution.
Modeling
Convert any probability of default for a portfolio of counterparties into a loss distribution.
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