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QuantumRisk LLC

Replace simplistic CMBS loss estimations with sophisticated US nationwide reliable statistical reports & promote unbiased risk estimations.

  • Stage Concept Only
  • Industry Financial Services
  • Location Denver, CO, USA
  • Currency USD
  • Website

Company Summary

Produce commercial property loss analytics reports. Sample reports are available at Five types of reports are available, Deal, Warehouse, State, MSA & City Risk. Commercial CMBS (Commercial Mortgage Backed Securities) needs to be scrubbed and processed before it can be used to generate commercial property mortgage default and loss behavior across the US by city, MSA & state. On average 50% of the data records have problems.


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    Benjamin T Solomon
    CEO & President

    Since 2004, I have worked for GMAC Commercial Hodlings – later Capmark when KKR bought out GMACCH, Goff Capital Partners, and my own startup, QuantumRisk LLC, building economic capital, rmbs, cmbs loss models and fund of fund commercial property models. The models report VaR (Value at Risk), CVaR (Conditional Value at Risk) and more recently Black Swan. I developed all my algorithms.

    BSc Engineering (UK), MAOR (UK) & MBS Finance (Ireland)