Credit Risk Management Platform

Automated risk assessment and credit origination on a flexible and scalable software platform

Credit Risk Management Platform

One centralized application, numerous possible uses

The Credit Risk Management Platform is a robust and scalable software solution for credit risk management. The platform is used by banks, financial service providers, and corporations for assessing and managing credit risks. Core features of the platform include capturing and spreading financial statements as well as a flexible framework for the implementation of internal rating and scoring models. Based on an in-depth risk assessment, the platform enables the implementation of complex strategies and workflows for credit origination and monitoring. A built-in simulation environment allows users to analyze changes to the underlying risk models and sustainably optimize those models.


Highly flexible

Fully adaptable to
individual requirements


Fully integrated

Seamless integration with
upstream and downstream systems


Leading technology

State-of-the-art
technology

Components & Modules

Components of the Credit Risk Management Platform

Module graphic Credit Risk Management Platform

Modules of the Credit Risk Management Platform


Client & Facility Management

Client & Facility Management

Integration with existing data sources for seamless synchronization of client, facility and collateral data

Management of client relationships, e.g. economic risk units, borrower units


Financial Spreading

Financial Spreading

Capture, spread and analyze financial statements


Compare financial statements between companies and peer-groups

Supports all accounting standards


Credit Risk Rating

Credit Risk Rating

Implement and execute internal and external rating models for risk assessment

Calculate any risk parameter, e.g. PD, LGD, EAD for risk management (IRBA) and accounting (IFRS9)

Credit Workflow & Originiation

Credit Workflow & Origination

Workflow-enabled processing and decisioning on credit applications

Flexible configuration of credit policies and underwriting processes


Early Warning System

Early Warning System

Establish multiple variations of early warning indicators

Monitor risk in order to generate early warning signals

Assess and process warning signals

Credit Bureau Gateway

Credit Bureau Gateway

Seamless connectivity with external data providers, e.g. credit bureaus

Standard connectors to major credit bureaus

Monitoring of credit bureaus and transactions


Reporting

Reporting

Create and configure standard and ad hoc reports

Aggregate data and analyze credit risk at the portfolio level

Model Simulation

Model Simulation

Adapt rating models and process flows

Simulate modified models against a historical database

Analyze the impact of model adjustments


Stress Testing

Stress Testing

Create scenario simulations of stress tests

Execute stress tests against historical data sets

Analyze the impact of a stress scenario on a credit portfolio level, e.g. transition matrix

features
"Upon completion of this project our rating system will function at an unsurpassed level, which could not have been better."
Dr. Stefan Krohnsnest, Head of Risk Controlling, DG HYP

Benefits

Centralized & Standardized 

Banks using the Credit Risk Management Platform can implement any type and number of internal rating models on a central platform. This includes scoring/rating models for evaluating the default probability of obligors (PD), loss given default (LGD), and models for risk-sensitive pricing.

Simulation Capabilities

The Credit Risk Management Platform contains a built-in processing engine for running simulations. The application can simulate changes to rating models before launch and also to modified/stressed risk factors.

Traceable & Auditable

The Credit Risk Management Platform ensures maximum auditability for model administration as well as during the operational execution of processes, e.g. risk ratings, financial spreading.

Comprehensive & Modular

The Credit Risk Management Platform is a comprehensive credit risk management solution. It supports a wide range of operational credit risk management processes (e.g. financial spreading, risk rating) as well as analytical credit risk management (e.g. reporting, stress testing) processes.

Flexible & Customizable

The platform can be fully adapted to individual requirements. The configuration is performed using a graphical administration platform, which is based on our market-leading business rules management system, ACTICO Rules.

Seamless Integration

Existing systems can access the Credit Risk Management Platform via a standard interface. This means that third-party applications can initiate risk rating processes and results can be fed back into them. Any type of internal and external data source can also be connected to import data.