ABOUT DZ HYP

DZ HYP is a leading real estate bank, and a major issuer of Pfandbriefe (German covered bonds) in Germany. The bank is an integral part of the German Cooperative Financial Network (DZ Bank Group).

About the project
  • Implementation of a centralized and IRBA-compliant rating platform
  • Integration of the bank’s internal rating models (PD and LGD) for commercial real estate (CRE) finance, corporations, SME, and retail clients
  • Provision of a “Rating-As-a-Service” offering that allows cooperative member banks to create ratings based on the DZ HYP’s rating methodology
  • Integration with existing core banking system for upstream data integration (e.g. obligor master data, collateral/ facility data)
Customer Benefits
  • Implementation of all of the bank’s rating models (~15 models) on a centralized risk rating platform resulting in considerable cost reductions
  • Flexible implementation and maintenance of rating models by the bank’s risk management team using a graphical drag-and-drop rule editor
  • Fast execution of complex rating models that are based on cashflow calculations using monte-carlo simulation
  • Compliance with all regulatory requirements (e.g. CRR / CRD, BCBS, GDPR)
  • Creation of a centralized data storage for risk controlling and performing impact analyses
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