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.
- "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.
MS SQL Server
Windows 8 & 8.1