Features

Comprehensive functionality for managing credit risk

With a share of more than 70% in the overall risk, credit risks constitute the biggest risk block at most banks and, therefore have to be given special consideration in risk-bearing capacity analysis. The zeb/credit.risk-manager helps you to quantify the risk and present the information in a suitable way for the management. Specifically, the zeb/credit.risk-manager supports you with the following functionalities and features:

Transparency through comprehensive standard reports:

The standard reports of the zeb/credit.risk-manager allow you to get an instant overview of the actual risk situation based on an analysis of the portfolio structure at various aggregation levels (e.g. assessment of credit ratings, volumes and sectors). Both classic indicators, such as expected loss, gross as well as net exposure, and modern parameters, such as value-at-risk, expected shortfall and RORAC, are used for this analysis. Comparative reports help you to identify changes over the previous month and recognise emerging trends faster.

Flexible scenario analyses and stress testing

The analysis and evaluation of different scenarios as well as the assessment of the impact of unfavourable market situations on the current portfolio (stress testing) constitute important tasks in planning credit business. The zeb/credit.risk-manager supports you with a scenario manager in which you can independently change the most significant market and model parameters. By including individual (new) transactions or by excluding them from the calculations, you can analyse in detail how changes in the portfolio's composition affect the outcome, for example, in order to assess the consequences of measures designed to optimise risks (e.g. syndications).

Benchmarking

Benchmarking is a key task within the framework of an efficient planning and controlling process. In the zeb/credit.risk-manager, benchmark or simulation portfolios can be separately defined and analysed so that you can directly compare them with the actual portfolio with regard to their structure, loss distribution and characteristic risk performance indicators at all the relevant aggregation levels (e.g. overall portfolio, sector). Trend indicators allow you to recognise positive and negative deviations at a glance at the level of sectors, rating classes or customers.

Auditing acceptability through multi-client capability and user rights management

A comprehensive concept for managing user rights ensures that each user only is able to perform those functions assigned to his/her user group. The multi-client function allows you to keep the data of different legal entities strictly separate. For example, the controller of a subsidiary can only access the transactions of that company, while the group's controller can view all the transactions of the entire group. Of course, all modifications of user authorisations are logged so that the zeb/credit.risk-manager fulfils your internal audit requirements.

Do you need further information or are you interested in using the zeb/credit.risk-manager in your bank? We would be pleased to arrange a meeting at your office to present all the functionalities of the zeb/credit.risk-manager and discuss its application in your bank.