Ambit BancWare Credit Risk
The flow of credit in financial markets worldwide has slowed down to a critical level as loss of confidence in the financial system caused banks to struggle, to offer only very simple products to consumers and to keep a sharp eye on credit risk. Banks also face more regulatory pressures and scrutiny, including Basel II, to ensure credit quality and risk-based allocation of capital.
Banks may have all the data necessary to make sound investment decisions. However, without a complete understanding of their client and credit risk exposures, banks may find themselves lending to unqualified borrowers.
SunGard can help. SunGard’s Ambit BancWare Credit Risk delivers a comprehensive, scalable framework combining credit, market, stress and scenario-based risk management with Basel II compliance reporting in a single, integrated suite.
Features
- Provides limits administration and monitoring
- Provides tools for credit risk management, such as exposure calculation, collateral management, concentration risk and excess monitoring and reporting
- Identifies and evaluates market risk wherever it originates through exposure & sensitivity analysis, scenario analysis, value at risk and client risk reporting
- Facilitates the calculation of capital requirements for market risk according to the standardized measurement method required for compliance with Basel II regulations
Benefits
- Restricts calculated risk figures at any aggregation level, and efficiently manages hierarchical limit systems
- Provides comprehensive credit risk management capabilities
- Allows measurement and management of market risk effectively at any level in the organization
- Helps enable Basel II regulatory compliance