Credit Risk

Holistic on-the-fly analysis for all your credit risk needs

Credit Risk

Enterprise-wide credit risk management including exposure and limit management, historical trend analysis and OTC margining:

  • Load the terms and conditions of all counterparty legal agreements including netting agreements and CSAs
  • Easily capture trades from multiple trading platforms for a holistic view of the business
  • Manage approvals and credit breaches and different limits (exposure, obligation, PFE)
  • Perform exposure walk-forward analysis, pre-deal checks, what-if and credit and market stress and shock scenarios

Credit Scoring

Credit Scoring provides a sophisticated platform for counterparty rating models and credit policies, and is integrated with Credit Cube for limit settings:

  • Multidimensional scorecards and internal ratings based on peer comparison, time trend analysis and qualitative inputs:
  • Import company financial statements from vendors (for example, Bloomberg, S&P, Thomson Reuters).
  • Include qualitative factors such as the management team, auditors and share structures.

Collateral Management

Credit Cube provides a sophisticated and highly automated collateral management solution for managing all types of collateral and the daily handling of margin calls.

  • Completely automated collateral workflow process with full email integration;
  • Extensive Collateral Reference Data capture including full Credit Support Annex rules;
  • Support for all types of collateral including cash, letters of credit, bonds and other securities;
  • Automatically computes interest on cash held/pledged;
  • Perform What-if analysis for credit downgrade impacts as well as market shock/stress scenario impacts
  • Dispute resolution and deal reconciliation tools;