Credit Risk for Economic Capital
Algorithmics' Credit Risk for Economic Capital solution provides financial institutions with a comprehensive framework for calculating enterprise-wide economic capital across credit and market risks. Incorporating all credit exposures including banking book and trading book activities, the solution enables financial institutions to address Pillar 2, make more informed business decisions and realize higher returns on capital.
Products
Credit Risk for Economic Capital provides portfolio models to calculate and attribute economic capital for credit risk - and optionally market risk - across all banking and trading areas. These models address compliance with Basel II (Pillar 2) and other regulations.
Features
Offering a flexible modeling environment for incorporating multiple valuation and credit risk models, the Credit Risk for Economic Capital solution provides an easy to understand platform to calculate economic capital from all lending and trading activities, and attribute it to business lines, names or other key reporting categories.
Benefits
From stochastic exposures to stress testing and multi-period analysis, Algorithmics' Credit Risk for Economic Capital solution provides financial institutions with next generation analytics to help allocate financial resources more rationally and profitably.