| Portfolio Monitoring Tools |
Monitoring portfolio is one of the most crucial features of the credit risk module. These features increases the risk managers reporting opportunities dramatically. Customized reports are prepared for each customer. It is possible to find out credit amount, riskiness and other chararecteristics at any specific drill-down such as credit product, branch, currency, location, collateral and so on.
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| Yield Curve Module |
Yield curve calculation and yield curve modeling is the core of our market risk solution. We currently support for some interpolation methods (linear and cubic) and some well known yield curve models such as Nelson-Siegel , McCulloch and Echols-Elliot. |
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| Basel II Compliance Module |
FINECUS Credit Risk module provides all calculations required by Basel II. Basel II Compliance Module delivers calculation of the Standard Method, Foundation IRB, and Advanced IRB. Credit Risk Mitigation techniques are also covered by the module. |
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| Credit at Risk Module |
FINECUS Credit Risk module delivers two different advanced internal approaches -simulation based and actuarial models- for modelling loss distribution of the loan portfolio. Other deliverables of the module are; Expected Shortfall, RAROC, Risk Adjusted Pricing, and customer drill down of the Credit at Risk.
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| Scenario Analysis Module |
Our Credit Risk solution aims to provide a quite flexible scenario creation and testing platform for the user. Users can test the consequences of various scenarious such as growth in a specific credit product, earthquake, a recession period and so on. |
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