Product Introduction

Censrisk™ Market Risk System Advantages: Permission Control Explanation: Users can set up their accounts based on functional requirements, as follows: Highest permission: Administrator (1 person) Second-highest permission: Operator (2 people) Lowest permission: Reader (10 people) Account creation and deletionPosition and calculation settingsAuthorization and sharing of positionsView all account position settings and calculations Position and calculation […]

To address the challenges of collecting ESG events and assessing their impact on companies, the TESG Event Radar provides users with quantified daily ESG event scores and offers individual event content and intensity analysis. This makes daily corporate ESG monitoring less challenging.

TESG RATING – the ESG Indicator for Companies in Taiwan –  With more than 20 years of research experience in CSR and quantitative analysis, TEJ launched the ESG ratings of Taiwan-listed and OTC companies, TESG Rating, by Q1 of 2022! Quantitative Analysis as Foundation, International Standards as the Structure Covering All Listed Companies in Taiwan and Solving the […]

CCRQM The opacity of Chinese corporate information and the inflated ratings in the bond market have always been the biggest pain in our cooperation with Chinese corporations. From the complexity of data collection to the credibility of data analysis, data limitations of all sizes affect our ability to assess the credit risk of corporations from […]

Introduction PRIS, specializing in the financial industry, provides comprehensive portfolio valuation and consulting services. Currently, the assessed asset scope primarily focuses on bonds and interest rate products (CBAS, FRCP). The system not only calculates theoretical prices, interest rate spreads, and individual unit risk values but also provides important data related to asset valuation. PRIS also […]

TCRI Watchdog (WD) is a structured event-intensity dataset covering all publicly listed and OTC companies in Taiwan. Built on TEJ’s long-standing credit research framework, TCRI WD transforms corporate disclosures, regulatory announcements, and major media coverage into standardized event scores ranging from –3 to +3.

Adopting the concept of Real Options of Merton Model (1974) → Uses daily stock prices to predict a company’s credit risk. After the calibration by TEJ for Taiwan’s market, the predictive ability of CRMM significantly improves and is suitable for Taiwan’s booming stock market and underdeveloped bond market. It is combined with TEJ’s financial database and is […]