About Optimization Methods
Optimization Methods has provided financial institutions with industry-leading optimization solutions for credit risk mitigation since 2002.
The unique solution Optimized Credit Risk Mitigation, which applies a revolutionary mathematical method, successfully went into production in 2000, following an intensive phase of research and development.
Optimization Methods is the only vendor offering an optimal distribution for collateral values of heterogeneous networks of cross-collateralized credit, based on the existing statements of collateral purpose. Before then institutes for scientific research assessed that no adequate solution may be found for this problem.
Founded on our experience from many years of continuous work in the area of credit risk mitigation a unique core competence has evolved in the following domains:
- Credit Risk Mitigation
- Cross collateralized credit
- Basel II/III (Standard, IRB Base, IRB Advanced)
- Credit risk parameters
Our peerless customizable solution Optimized Credit Risk Mitigation combines scientific rigor and modern software engineering.
With our software solutions we focus on the delivery of unparalleled value for our customers, guaranteeing a Return on Investment in less than 12 months.
It is our mission to ensure mutual success by continually considering feedback from our clients in order to deliver a superior product that meets the individual requirements of our customers.
Why choose Optimization Methods?
Because we can prove the value our solutions will add to your business!