Risk
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Credit Risk

Flexible module for credit portfolio management in accordance with ICAAP, MaRisk, and the RTF Guidelines.

Benefits

  • Ensure compliance with regulatory requirements
  • Reliable results thanks to a certified solution (IDW PS 880)
  • Faster analyses through automated risk simulations
  • High flexibility through scalable resources and cloud-based operation

CHALLENGE

Continuously increasing requirements for financial institutions' risk management

The regulatory requirements arising from ICAAP, MaRisk, and the RTF guidelines place significant demands on credit risk management. In particular, the management perspective applied is crucial, as it has a considerable impact on the valuation process. For many banks, procuring and integrating an appropriate software solution involves considerable effort. In-house solutions, on the other hand, are increasingly unable to meet internal and external regulatory requirements.

Efficient and flexible credit portfolio management

Credit enables the fast and easy calculation and analysis of credit risks and can be flexibly adapted to individual client requirements.

High efficiency and flexible deployment

Automated simulations and short simulation times enabled by scalable resources ensure a high level of operational efficiency. Optionally, the solution is available as a cloud-based application that can be used immediately without any implementation effort.

Transparent analysis and traceable results

The direct display of key risk metrics, comprehensive standard reporting, and multidimensional result cubes enable effective scenario and root cause analyses. Transparent and traceable calculation results also support audit compliance.

Flexible Methodology and Compliance with Regulatory Requirements

The configurable simulation model is based on the asset value approach and, through integrated scenario management, enables the easy creation of standard and stress scenarios. The requirements of ICAAP, MaRisk, and the RTF guidelines are met; in addition, the solution is certified in accordance with IDW PS 880.

A SELECTION OF OUR CLIENTS

In action for Comprehensive support, efficiently implemented.

CONTACT

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