BANKING RISK SOLUTIONS

SCOPE OF APPLICATIONS

CORPORATE CREDIT RISK PORTFOLIO

Better credit decisions, less risks

  • AI-powered credit default analysis
  • Novel rating model, suiting to all company sizes, works with few datapoints
  • Fully automizable credit decision
  • Portfolio risk management
  • Recognition of concentration risks of markets and other macro-economic parameters
  • Early risk recognition
  • Automized internal and external reporting
LOMBARD LOAN PORTFOLIO

Effective risk management for better client experience

  • Fully automized loan-to-value analysis based on client's portfolio
  • Early risk recognition tool, automizable credit risk management
  • Fully automizable credit decision
  • Portfolio risk evaluations
  • Powerful scenario simulation of market price risks of coverage assets and concentration risks
  • Automized internal and external reporting
ASSET AND LIABILITY MANAGEMENT

True value optimisation of the banking book

  • Analysis and overlay management of interest rate and foreign exchange risks
  • Based on non-linear simulation
  • Including fundamental value impact on all bank's and client's assets
  • Advanced prognostics and alert system
  • Automized internal and external reporting
COUNTERPARTY RISK MANAGEMENT

All direct and indirect risks under control 

  • Management of all counterparty risks
  • Non-linear simulation based: simulation of the effect of a default on all assets
  • Fundamental value impact of all financial instruments (incl. derivatives)
  • Automized internal and external reporting
LIQUIDITY RISK MANAGEMENT

Be prepared for all scenarios

  • Prognostics of all liquid cash flows
  • Scenario simulation of liquidity prognostics
  • Automized internal and external reporting
MARKET PRICE RISK MANAGEMENT

True markets oversight

  • Non-linear simulation based: simulation of the effect of a market price shock on all assets
  • Including fundamental value impact of all financial instruments
  • Automized internal and external reporting