Firms with more quantitative credit modeling approaches are at least as likely to utilize credit analysis in each and every function. Once again, the largest gaps appear to be for financial forecasting, VaR, credit VaR, economic capital, and ALM. These functions require more computing resources, more robust risk management applications, and often require Monte Carlo simulation. With this in mind, it is not surprising that we see larger firms and firms with more quantitative models as more likely to apply credit models to these functions.