zeb/credit.risk-manager

Identify and control your credit risks!

Identify risks and optimise earnings with zeb/credit.risk-manager

Growing pressure on margins and increasing exposure to credit risk necessitate consistent, risk-adjusted loan portfolio management. zeb/credit.risk-manager is an innovative software solution for bank loan portfolio management. The system combines the results of historical and present portfolio structure analyses with forward-looking statements derived from a value-at-risk approach.

The core aspect of this management system is an innovative computing algorithm which implements value-at-risk (VaR) analyses. Based on Credit Suisse's CreditRisk+ approach, zeb/credit.risk-manager has been consistently upgraded and optimised to incorporate our many years of experience.

• The portfolio structure analysis enables you to identify structural weaknesses in your loan portfolio. By taking appropriate counter-measures, you can then optimise your loan portfolio's risk-return structure.
• Flexible portfolio, scenario and market data management allows you to analyse and evaluate the development opportunities of various market strategies.
• The VaR analysis enables you to make a comparison with in-house and external benchmark portfolios.
• By using the zeb/ portfolio optimisation approach, possible and economically reasonable actions can be identified and selected. Optimise your loan portfolio structure with zeb/credit.risk manager and manage your current portfolio to this goal.
• Product and customer-specific maturity scenarios help you to generate the relevant cash flows for actual credit risk.
• Flexible data feed enables fast, productive utilisation of the system and the successive improvement of risk management.