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 value-at-risk (VaR) analyses. 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.