ACTICO Credit Risk Rating Module

Software for Credit Risk Rating

Banks and financial service providers require rating models to precisely assess credit risks and serve as a basis for more accurate and better-informed decisions in credit origination and loan monitoring. Rating models are also used to calculate risk-weighted assets and regulatory capital requirements (IRBA) and measure impairment of financial instruments in accordance with IFRS 9. Banks must establish well-structured rating systems and a consistent history of risk-related data to satisfy these requirements. Rating models in any number and level of complexity need to be implemented with high flexibility on one centralized platform. At the same time, banks face an increasing number of mandatory regulatory requirements related to auditability and documentation.

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Key Features

Implementation and Execution of Internal Rating and Scoring Procedures

Centralized Credit Risk Rating Platform

The Credit Risk Rating software supports the implementation of all rating models, internal and external, on one centralized platform.

Graphical Model Implementation

Rating models are implemented, maintained and tested in an easy-to-use, fully graphical rating model authoring tool. All modifications are recorded in an audit-proof versioning system.

PD, LGD, and EAD Risk Parameter Calculations

Any risk parameter such as PD (probability of default), LGD (loss given default), and EAD (exposure at default) can be efficiently calculated.

Complex Risk Rating Workflow

The Credit Risk Rating software provides an intuitive web-based front-end that supports complex risk rating workflows based on qualitative and quantitative risk assessments.

Regulatory Compliance

The rating software conforms with and in many cases exceeds the requirements of international banking regulations.

Central Auditable Database

All input and output data are stored in a centralized, consistent credit risk rating database, which forms the basis for efficient model validation and backtesting processes.

Benefits

Central Rating Platform

The Credit Risk Rating Module enables the implementation of any internal and external rating model on a central platform.

Central Risk Parameter Calculation

Risk parameters such as PD (probability of default), LGD (loss rate in the event of default) and EAD (amount of default) are calculated centrally.

Regulatory Compliance

The rating module fulfills all regulatory requirements placed on risk management systems and in particular on rating systems.


Success Stories

Centralized Credit Risk Rating Platform

Santander UK implements ACTICO Credit Risk Management Platform for the configuration and execution of bank-internal rating models.

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Efficiency gains through intelligent automation

VW FS benefits from digital processes, Advanced Analytics (AA) and Machine Learning.

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Dual Risk Rating Platform at a Top10 U.S. Bank

Accurate, efficient and consistent credit risk rating workflows. Flexible rating model implementation while being audit proof and regulatory compliant.

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