ObjectRisk's ERMC (Enterprise Risk Management and Compliance) Suite includes the following Credit Risk modules:
ObjectRisk Credit Risk Suite
ObjectRisk Credit Risk Management Suite
ObjectRisk Credit Risk Suite covers PD, EAD, LGD and RWA Calculation for all the Portolios, Credit Risk Mitigation, Stress Tests, Back-Tests and Credit VaR calculation. Data Upload Module
Includes a Unique Portfolio Building Algorithm. ObejctRisk Data Upload Engine includes robust features to automate the data upload and transformation process, with detailed audit trail.
Advanced Parameter Calculation
PD, EAD, and LGD calculation through the use of different techniques, such as beta regression, bayesian networks and neural networks.
VaR Calculator Credit VaR Calculators inpired in algorithms like CreditRisk + and RiskMetrics . RWA Calculator Includes rules editor with Basel II rules pre-loaded and rule editor for specific rule creation for new countries Credit Risk Mitigation Module
From simple collaterals to complex swaps and credit derivatives, includes haircut calculation
Robust Reporting Tools ObjectRisk Reporting features includes Dashboards, Multidimensional Reporting, High Performance Graphics and Presentation features.
