ベンダー
English

zeb.control.risk - Credit

Create a vendor selection project
Click to express your interest in this report
Indication of coverage against your requirements
A subscription is required to activate this feature. Contact us for more info.
Celent have reviewed this profile and believe it to be accurate.
We are waiting for the vendor to publish their solution profile. Contact us or request the RFX.

Overview

Identifying risks, optimising profit * Analysis of the portfolio structure * Optimisation of the risk/return structure * Flexible scenario analyses

Increasing pressure on margins and supervisory requirements (MaRisk) require a consistent and risk-adjusted loan portfolio management. With zeb.control.risk - Credit, zeb offers an innovative software for loan portfolio management: The system combines findings from the historical and present portfolio structure analysis with future-related statements using a value-at-risk approach.

Key Features

  • "Unilateral default inheritance" allowing a flexible specification of default correlations and thus significantly expanding the meaning of the term borrower unit
  • Direct simulation of country and transfer risks in addition to typical credit risks
  • Fair-value and migration mode for credit and securities transactions that create transparency regarding asset-related credit risks
  • Calculation of different risk parameters such as expected loss, value at risk, expected shortfall (conditional value at risk) and risk contributions
  • Hypotheses-based integration of new business performance in a multi-period view
  • Integrated identification of default, migration and collateral realization risks as well as splitting by risk types - quantification of compensation effects

Key Benefits

  • zeb’s expert knowledge of risk management

  • Implementation expertise gained at international institutions of different sizes and complexities

  • Low investment through integration into existing IT systems

  • Efficient and customizable solution

  • State-of-the-art technology

Media

Brochures

製品/サービス名 details

SOLUTION OR SERVICE TYPE