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BrainMatics
credit risk suite uses advanced statistical models
for PD, LGD and EAD of retail exposures. Proprietary
modeling framework is used for portfolios which ace
specific challenges e.g. Auto, SME, Agri, Corporate.
The proprietary model frameworks have been tested
and have proven to be a leading indicator of
defaults with very good accuracy. Sophisticated
Pricing Models support mark-to-market and credit
risk analysis of instruments like bonds, swaps, CDS,
CDOs, cash tranches etc.
The credit risk engine calculates the exposures and
risks for portfolios at various hierarchical levels
and also facilitates the calculation of economic
capital. BrainMatics Regulatory Compliance solution,
BaselMatics is state of the art capital charge
calculator, fully compliant with Basel II
guidelines.
Correlation with macro-economic and other factors is
used to evaluate portfolio performance under Stress. |
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Key Benefits |
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Advanced
modeling frameworks for SME & Agri
portfolios
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Pricing Models
for traded instruments
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Sophisticated
risk calculation engine
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Regulatory
compliance
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Comprehensive
stress testing framework
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