Growing pressure on margins and increasing exposure to credit risk necessitate consistent, risk-adjusted loan portfolio management. zeb/credit.risk-manager is an innovative software for bank loan portfolio management. The system combines the results of historical and present portfolio structure analyses with forward-looking statements derived from a value-at-risk approach.
zeb/credit.risk-manager is part of the zeb//control product family. The core aspect of this management system is an innovative computing algorithm which implements analyses on the basis of risk measures like Value at Risk (VaR) or Expected Shortfall. Based on Credit Suisse's CreditRisk+ approach, zeb/credit.risk-manager has been continually upgraded and optimized to incorporate our many years of experience.
- The portfolio structure analysis enables you to identify structural weaknesses in your loan portfolio. By taking appropriate counter-measures, you can then optimize your loan portfolio's risk-return structure.
- Product and customer-specific maturity scenarios help you to generate the relevant cash flows for the actual credit risk.
- Flexible portfolio, scenario and market data management allows you to analyze and evaluate the development opportunities of various market strategies.
- The VaR analysis enables you to make a comparison with in-house and external benchmark portfolios.
- Flexible data feed enables the fast productive utilization of the system and the successive improvement of risk management.