Credit Risk Analysis

Credit Risk Analysis is Prometeia’s powerful instrument for credit risk measurement and active portfolio management. The functionalities of the module include rating calculation, regulatory economic capital analysis and credit pricing. Credit Risk Analysis provides a thorough assessment of the credit risk profile using ‘what-if’ and macroeconomic scenario analysis, advanced optimized Monte Carlo techniques and comprehensive stress testing features, including EBA and SREP stress testing analysis. Credit Risk Analysis calculates the bank’s capital requirements and produces the regulatory reporting demanded by the supervisors (COREP). The module includes a robust rating engine as well as tools for credit risk adjusted pricing, to support credit monitoring and origination processes.

  1. Active Balance Sheet Management
  2. Performance Management and Control
  3. Risk & Finance Integration
  4. Credit Risk Analysis
  5. Credit Decision Management
  6. Model Risk Management
  7. Regulatory and Accounting Compliance
  8. Financial Pricing Engineering