Axe Portfolio Monitoring
ACP empowers credit risk managers to speed up the credit consolidation process and focus analysis according to bank specific strategies, examples of which includes consolidation and drill down slice and dice reporting by sector, country, rating etc.
The limits management features are also fully integrated with the collateral management features of ACP.
Subsequent therefore to credit risk consolidation and reporting, ACP measure exposures against limits and manages excesses with alerts, messaging and remedial workflows.
Ideally the limits can be set along all the possible dimensions that the bank would wish to monitor its risk, such as obligor, country, industry sector, facility rating, type of instrument.
In addition, the bank needs to be able to calculate its exposure against a given limit and thus be able to monitor limit utilization rates and excesses.
Within ACP, limits can be set via many dimensions, which can be combined such that a limit can be set against not just sector and country but for example a combination of sector and country or a combination of branch and obligor or even currency and obligor.
Against each combination of dimensions, one can monitor and aggregate different types of exposure (net, gross...) and different types of limit (direct, contingent…). An individual limit is defined in relation to a given exposure type to a given combination, for example a limit of $10m to property collateral from obligors at branch XYZ.
The profile of limits, and exposures aggregated against the limits, can also evolve with time according to the evolution of the characteristics of the exposures and customers. In that way one can monitor and forecast excesses and take appropriate actions ahead of time.
- Aggregate and report consolidated credit exposures using drill down and slice and dice by sector, country, rating etc.
- Set credit limits for customers, countries, currencies…
- Set up early warning indicators
- Manages excesses via alerts, messaging
- Implement remedial workflows
The limits management features are also fully integrated with the collateral management features of ACP.
Credit Risk Consolidation and Portfolio Reporting
Keep a close eye on your global exposures and individual concentrations.
Speed up the credit consolidation process and focus analysis according to bank specific strategies, example of which includes consolidation by:
- Region or country: to be able to give to the analysis a multidimensional vision of the commitments
- Assets type: in order to build the portfolio you want and to analyse the asset’s quality at the regional level…
- Rating: in order to have an idea on the environment of each risk category.
- Industrial sector: in order to sort the commitments by activity and business line
Credit Limits Management
In order to most effectively manage its exposure to credit risk, a bank should allocate and monitor limits against its individual and consolidated exposures
Subsequent therefore to credit risk consolidation and reporting, ACP measure exposures against limits and manages excesses with alerts, messaging and remedial workflows.
Ideally the limits can be set along all the possible dimensions that the bank would wish to monitor its risk, such as obligor, country, industry sector, facility rating, type of instrument.
In addition, the bank needs to be able to calculate its exposure against a given limit and thus be able to monitor limit utilization rates and excesses.
Within ACP, limits can be set via many dimensions, which can be combined such that a limit can be set against not just sector and country but for example a combination of sector and country or a combination of branch and obligor or even currency and obligor.
Against each combination of dimensions, one can monitor and aggregate different types of exposure (net, gross...) and different types of limit (direct, contingent…). An individual limit is defined in relation to a given exposure type to a given combination, for example a limit of $10m to property collateral from obligors at branch XYZ.
The profile of limits, and exposures aggregated against the limits, can also evolve with time according to the evolution of the characteristics of the exposures and customers. In that way one can monitor and forecast excesses and take appropriate actions ahead of time.