zeb.control.risk - Credit

Identifying risks, optimising profit * Analysis of the portfolio structure * Optimisation of the risk/return structure * Flexible scenario analyses

Increasing pressure on margins and supervisory requirements (MaRisk) require a consistent and risk-adjusted loan portfolio management. With zeb.control.risk - Credit, zeb offers an innovative software for loan portfolio management: The system combines findings from the historical and present portfolio structure analysis with future-related statements using a value-at-risk approach. 

 

Main features:

  • "Unilateral default inheritance" allowing a flexible specification of default correlations and thus significantly expanding the meaning of the term borrower unit
  • Direct simulation of country and transfer risks in addition to typical credit risks
  • Fair-value and migration mode for credit and securities transactions that create transparency regarding asset-related credit risks
  • Calculation of different risk parameters such as expected loss, value at risk, expected shortfall (conditional value at risk) and risk contributions
  • Hypotheses-based integration of new business performance in a multi-period view 
  • Integrated identification of default, migration and collateral realization risks as well as splitting by risk types - quantification of compensation effects

For more information about zeb.control.risk - Credit please visit zeb.control

 

Product and service specifications
Database
• DB2
• MS SQL Server
• Oracle
• Other
Language used
• Java
• Visual Basic
Operating system
• AIX
• HP-Unix
• Linux
• Solaris
• Windows 10
• Windows 2000
• Windows 2003
• Windows 2012
• Windows 7
• Windows 8 & 8.1
• Windows Vista
Pricing structure
• Fixed
• Subscription-based
User interface
• GUI
• Web
Tags:
loan portfolio management flexible scenario analys* MaRisk value at risk Fair-value optimisation