Credit Risk Explorer
Calculate credit risk and value at risk.
The Credit Risk Explorer is the indispensable tool for banks: risk and return analyses at every portfolio level, from the individual customer to the overall portfolio.
Overview
Credit risk management, more transparent than ever.
The Credit Risk Explorer delivers and reports risk and return analyses at every portfolio level, from the individual customer to the overall portfolio. This creates the foundation for reliable results and provides concrete guidance for sales and management across the entire credit risk management process.
In everyday use, the tool impresses through its design as an open library of credit portfolio models. Today the standard package includes seven models, available to you at the click of a mouse. This lets you see directly how each model affects your risk, and take action whenever needed. Discover “The Library of Credit Portfolio Management.”
From the Credit Risk Explorer
Concentration of marginal values at risk
Benefits
What the Credit Risk Explorer offers you.
- Full transparency across bankwide credit risk
- Seven different credit portfolio models, including CreditMetrics and CreditRisk+, reveal the strengths and weaknesses of the portfolio
- New standards in risk and return analysis, automation, performance and usability
- Assessment of risks and returns at the customer, segment and portfolio level
- Targeted identification of improvement potential
- Strategic analyses and integration of country risk
- Coverage of Basel 2 and the ability to make further use of your investments
- Analysis of Maximum Recovery Uncertainty
- Simple implementation, batch processing of scenarios and fast computing performance
Highlight features
Three strengths that make the difference.
Simple value at risk calculation
From the perspective of risk and return, the Credit Risk Explorer provides a range of valuable metrics, including value at risk, RAROC, cost of default and cost of equity.
Visualization to suit your needs
You display your results in various standard reports and relate them to one another, enabling a well-founded interpretation.
Automatic analyses
Analyses are produced in batches without any manual intervention. Reports are generated and archived automatically. This saves valuable time.
See for yourself.
Would you like to see the benefits of the Credit Risk Explorer for yourself? We would be happy to present our tool to you in a live demo.
- You see the tool live in action.
- We answer your questions directly in the application.
- The demo is without obligation.