Algo Credit Limits

Algo Credit Limits enables users to view and manage an institution's consolidated risks across all exposures. Users are able to drill-down to view the institution's risk exposure to a single customer relationship or to a particular industry, product or geographic market. With real-time access to risk exposure, Algo Credit Limits is fundamental to managing customer relationships, global limits and your bank's overall credit portfolio.

Benefits

Manage limits across the enterprise
By providing immediate access to consolidated exposure information, Algo Credit Limits enables risk managers and senior management to set and manage credit limits across the enterprise, including customer-specific and global limits based on numerous exposures, including geographic or industry.

Manage notional and risk-based limits
Limits can be set against notional amounts or more sophisticated measures used for internal risk management. For example, managing limits based on economic capital allows banks to monitor potential risk concentrations within their credit portfolio. For OTC derivatives, banks can leverage exposure measures such as peak exposure or EPE in managing counterparty limits.

Pre-deal checks and management alerts
An integrated pre-deal check function allows dealers to anticipate potential breaches in limits before committing to the trade, notifies senior management of any breaches in limits and acts as a valuable decision-support tool for users across your organization.

Supports business growth
Algo Credit Limits gives senior management the confidence to grow business volume within a well-managed control environment, protecting the institution from excessive credit losses. Real-time access to risk profiles enables managers to take rapid action on any borrower or counterparty that suffers credit deterioration or a credit event, without any data gathering delays.