[ Industries : Sovereign Wealth Funds/ Pension Funds ]

The relationship between financial variables and distance to default risk varies substantially between asset classes. An important consequence of this is that default probability models based on local and foreign investment data and applied to the exposures those investments will likely misrepresent actual default risk. RsRL has proven “Best Practice” competency to develop most promising state of the art models and methodologies through it’s unique style of technical research and knowledge transfer strategy.