Credit Risk Management Software
Automated risk assessment and credit origination on a flexible and scalable software platform
Sound practices and tools for credit risk management are essential to the long-term success of banking organizations and financial services providers. The Credit Risk Management Platform enables the analysis of credit risks, the automation of lending and decision-making processes as well as continuous risk monitoring.
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.
COMPONENTS & MODULES
One centralized application, numerous possible uses
Financial
Spreading
- Capture, spread and analyze financial statements
- Compare financial statements between companies and peer-groups
- Supports all accounting standards
Credit
Risk Rating
- Implement and execute internal and external rating models
- Calculate any risk parameter, e.g. PD, LGD, EAD for risk management (IRBA) and accounting (IFRS9)
Credit Workflow &
Decisioning
- Workflow-enabled processing and decisioning on credit applications
- Flexible configuration of credit policies and underwriting processes
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
- Seamless connectivity with external data providers, e.g. credit bureaus
- Standard connectors to major credit bureaus
- Monitoring of credit bureaus and transactions
Reporting
- Create and configure standard and ad hoc reports
- Aggregate data and analyze credit risk at the portfolio level
Model Simulation
- Adapt rating models and process flows
- Simulate modified models against a historical database
- Analyze the impact of model adjustments
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
Benefits
Comprehensive & Modular
Support of all operational and analytical credit risk management processes - e.g. reporting, stress testing, annual financial statement analysis and rating - on a central platform.
Centralized & Standardized
Implement any type and number of internal rating models for evaluating the default probability of obligors (PD), loss given default (LGD), and models for risk-sensitive pricing.
Simulation Capabilities
Built-in processing engine for running simulations, allowing to simulate changes to rating models before launch and to modified/stressed risk factors.
Traceable & Auditable
The platform ensures maximum auditability for model administration as well as during the operational execution of processes, e.g. risk ratings, financial spreading.
Flexible & Customizable
Flexible adaptability to customer-specific requirements via an intuitive graphical administration platform based on the business rules management system ACTICO Rules.
Seamless Integration
Seamless integration of external data suppliers into the credit decision process via standard interfaces and importability of data from any internal and external sources.
"There was nothing available off the rack. In the end, rating systems are one area where banks can set themselves apart from the competition."
Florian Grasshoff, Risk Management, Volkswagen Financial Services
"We were looking for a robust and centralized platform to manage our internal rating models."
James Berrecloth, Head of Risk Infrastructure, Santander UK
"With ACTICO Rules, we can optimize our already highly automated decisioning system across the entire credit management process. "
Christoph Holtschmit, Head of Risk Management Department, TeamBank AG
"ACTICO Rules helped Bajaj Finance in having a flexible and centralized credit decisioning capability integrated with our loan origination system. "
ANURAG CHOTTANI, CIO, Bajaj Finance Ltd