Improve your credit risk management
Use this solution to get a detailed view of your finance institution's credit risk situation. Integrate the solution with SAP Profitability and Performance Management to improve your risk management.
Overview
Know your credit risk exposure
Calculate KPIs such as value-at-risk, expected loss, and the risk contribution of your credit portfolio. Use these KPIs to gain insight into your credit risk exposure and improve your risk management.
Optimize your capital requirement
Simulate all types of portfolio management activities and analyze opportunities to optimize your capital requirements. Save money and improve your external credit rating with an optimized credit risk profile.
Be prepared for economic shocks
Simulate a wide range of scenarios in a short period of time to prepare you and your company for negative developments in a constantly changing world.
Details
Solution Type
Extensions and Add-ons
Industry
Banking, Insurance
Compatibility
Works with
Features
Analyze your credit portfolio
Simulate and measure the Credit-VAR of your portfolio, find out your risk drivers, and calculate important KPIs, such as expected loss, marginal risk exposures, and risk premiums.
Manage risk to optimize capital requirements
Take control over your risk management and simulate the impact of planned actions and hedges to implement the best risk management strategies and optimize your portfolio.
Analyze different stress scenarios
Simulate all kind of effects of negative economic shocks and changing risk parameters. Use the stress scenario manager for ESG scenarios or economic shocks.
Plans and pricing
All plans include:
Test Edition
Limited to one month (for test purposes), unlimited edition prices are subtect to total assets, number of installations, contract duration.
One-timeEUR 500.00- Has prerequisite
See all pricing details Limited to one month (for test purposes), unlimited edition prices are subtect to total assets, number of installations, contract duration.
Full Edition
Software license for productive use
Price upon request- Has prerequisite
See all pricing details Software license for productive use
Technical Information
| Solution Type | Extensions and Add-ons |
| Category | Data and Analytics |
| Industry | Banking, Insurance |
| Works with |
|
Resources
Measurement and Management of Credit Risk
Credit Risk Management
ORRP CreditRisk on SAP Business Technology Platform
Publisher
msg systems AG
As an international group of companies, we at msg are creating added value in the digitized world by giving top priority to people, whether customers, employees or users of our solutions. To achieve that, we build on 40 years of industry expertise and the creative and solution-driven entrepreneurial spirit that has always been our hallmark. We also draw on the diversity within our group of companies, from the initial idea through to the application. From this holistic view, we use the entire offering of our group like an intelligent swarm that constantly regroups depending on the task at hand. This is also expressed in our slogan “value–inspired by people”.
