zeb.control.risk - Credit

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.

• "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

• 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