iconEmail iconPrint
credit risk vantage

Credit Risk Vantage

Credit Risk Vantage is a credit risk engine, based on the CreditRisk+ methodology, which enables credit default loss modelling.

Credit Risk Vantage enables banks to quickly and effectively manage a portfolio of credit losses by using the proven and advanced models of CreditRisk+ to determine economic capital, expected and unexpected losses and expected shortfall at portfolio and sub-portfolio levels (obligor/industry or region).

Minimal input parameters and fast processing ensure the model is accessible, transparent and amenable to effectual and intuitive stress-testing.

View brochure

  • Overview
  • Technical Specifications
  • Downloads

Functional areas where Credit Risk Vantage delivers value:

1.Credit VaR for limit management
2. Credit Portfolio Management
3. Stress Testing
4. Calculating Capital Requirements
5. Basel II – IRB Approach
6. Input to Risk Return e.g. RAROC
 

Credit Risk Vantage supports a variety of platforms (Windows, Solaris, GNU/Linux)

It can be deployed in a variety of ways (application libraries, SOA)

The application uses standard technology (C++, STL, no third-party libraries)
 

Credit Risk Vantage brochure

Misys comment on: Counting the cost of risk featured in Banking Technology Magazine
failure of risk management to identify and mitigate extreme value risk and the dependencies between them in posing systemic risk

Contact Misys

To see how Misys solutions can add value to your company contact:

UK: +44 20 8879 7288

USA: +1 212 220 3913

Email: tcm.marketing@misys.com

 

Submit a request for more information

Customer Successes

Click here for our customer successes