The Tenbar Group has over 30 years experience in the analysis of credit and risk assessment across multiple all sectors and rating categories.

The Tenbar Group

Seven Factor

Risk Assessment Model

 Financial Performance Measures 

Documents, Covenants, Liens 

 Market Competition 

 Sector Economics 

 Demographics 

 Legislative, Regulatory, Political 

 National Macroeconomics 

The Final Report: What to Expect

 

The Final Report Identifies and Quantifies:

Portfolio Risk Exposure

Individual Credit Exposure

Sector Exposure

 

The Final Report aggregates the findings of the 7 Level Risk Assess-ment Matrix by applying the Comprehensive, Consistent and Thorough analytic methodology, 

identifying   potentially mis-categorized Systematic and Unsystematic Risk and presents a compara-tive structure necessary to apply Relative Value Analysis.

Portfolio Risk Assessment and Monitoring

Tenbar Group completes a thorough review of each line holding in the portfolio applying its thorough Seven Level Risk Assessment Matrix.

 

 

 

 

 

 

 

The 4 Top Level Risks Your Portfolio Faces:

  • Regulatory RiskThe imposed regulatory demands on the Registered InvestmentAdvisers,Bank Holding Companies, Insurance Companies and other firms with Bank Affiliates and Advisors have never been greater to compel systematically managed risk.

  • Headline Driven Events.  The market's nearly immediate reaction to headlines, blog posts, and tweets cause volatility in portfolios, skewing valuations, triggering internal reviews and potentially generating losses in what was considered to be a stable portfolio.

  • Multiple Notch Rating Downgrades.  The Rating Agencies (NRSRO's such as Moody's, Standard & Poor's, Fitch and Kroll) act swiftly when a credit shows financial weakness.

  • Global Markets.  Municipal borrowers, formerly insulated from international events, face immediate and adverse effects in historically unprecedented degrees.