Ambit BancWare Credit Risk
Understanding the impact of market and credit risk on trading book activities and on client portfolios is critical to a bank’s business. Designed specifically for small to mid-sized banks, Ambit BancWare Credit Risk delivers a comprehensive, scalable framework combining market, credit, stress and scenario-based risk management with Basel II compliance reporting in a single, integrated suite.
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Features
- Provides limits administration and monitoring
- Identifies and evaluates market risk wherever it originates through exposure & sensitivity analysis, scenario analysis, value at risk and client risk reporting
- Provides tools for credit risk management, such as exposure calculation, collateral management, concentration risk and excess monitoring and 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
- Allows measurement and management of market risk effectively at any level in the organization
- Provides comprehensive credit risk management capabilities
- Helps enable Basel II regulatory compliance