OneSumX® Risk module addresses all aspects ofCredit Risk such as Capital Adequacy, Counterparty Credit Risk and Credit VaR.
Besides, thanks to its integrated design, OneSumX® Risk enables banks to measure and monitor Credit Risk by incorporating impacts of market and behavioural factors.
Capital Adequacy – Credit Risk:
OneSumX® Risk supports Capital Adequacy forCredit Risk under 3 approaches: Standardized, Foundation IRB, Advanced IRB
CVA:
OneSumX® Risk calculates Credit ValuationAdjustment (CVA), Debt Valuation Adjustment (DVA) and Funding ValuationAdjustment (FVA) and enables exploration of the correlation between credit, market and behavioural risk in an integrated approach.
Credit VaR:
OneSumX Risk can be used to calculate the expected and unexpected credit losses by considering deterministic stress scenarios as well as stochastic process (Credit VaR) approaches. Specific risk cases such as wrong way risk, sensitivity analysis, migration and credit risk exposure hedging are also key elements within the solution.
Single data mart / Single integration
High performance – distributed processing and in memory calculation
Stress testing and what-if analysis capabilities
ETL support and automation
Configurability, flexibility and extendibility of system – customizable attributes, dimensions, measures, and expressions
Audit trail
