About Rand Merchant Bank

Rand Merchant Bank is a leading African Corporate and Investment Bank and part of one of the largest financial services groups in Africa (by market capitalization) – FirstRand Limited.

Project Facts
  • Implementation of a centralized and IRBA-compliant credit risk rating platform
  • Integration of the bank’s large number of internal credit rating models (PD and LGD)
  • End users are provided with a user-friendly web-based front-end to perform multi-stage role-based risk rating workflows
  • Integration with existing systems for upstream data integration (e.g. obligor master data, financial spreading tool, data warehouse)
  • Export of rating results into the bank’s data warehouse and archiving system
Customer Benefits
  • Fully-auditable rating workflow that optimally supports the credit analysts during the entire risk rating process
  • Flexible implementation, testing, simulation and documentation of rating models by the bank’s risk management team using a graphical model authoring environment
  • Implementation of all of the bank’s rating models (>20 models) on a centralized risk rating platform
  • Creation of a centralized data storage for model validation and risk reporting
Contact

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