Credit risk management, capital optimisation and reporting
Credit Stress Testing
Digitise stress testing processes to improve portfolio decisions and optimise response to regulatory requirements
- Access multifactor, digitally enabled, highly predictive credit and risk platform with feeds from Australian Bureau of Statistics, RBA, CoreLogic
- Access integrated and unified, product, portfolio, risk and arrears reporting
- Gain new insights and support broad use cases with powerful analytics
- Access advanced credit modelling that leverages a unique dataset from over 50 lenders, over 20 years and $320bn in mortgages*
- Access highly predictive Probability of Default Loss Given Default, Loss Given Foreclosure, Exposure at Default and Expected Loss analysis
- Leverage multifactor credit risk model, housing pricing indexing, cash rate, GDP and unemployment data
- Different forecast scenarios can be easily applied
- Segment products, performance and risk with a high level of granularity
- Receive automated alerts and notifications
Risk Weighting – APRA Prudential Standards (APS) 112 and 120
Automate and simplify APS 112 and APS 120 calculations whilst driving business improvement
- Reduce cyber risk through automated APS 120 data feeds from source issuers
- Enrich APS 112 analysis with NIM and PD for risk informed pricing
- Access integrated and unified portfolio calculations across assets
- Improve decision making with “what if” scenario analysis for portfolio decisions
- Obtain a single source of truth for capital decisions and underwriting policy
- Automate data feeds derived from balance sheet assets
- Enable APS 120 compliance
- Segment products, performance and risk with a high level of granularity
- Meet new APS 112 requirements for risk weighted assets by segment
Beyond Bank
KEY FEATURES
A multifactor, digitally enabled, highly predictive Credit and Risk Platform that draws feeds from Australian Bureau of Statistics, RBA and CoreLogic.
Integrated and unified – providing data across product, portfolio, risk and arrears reporting.
The platform helps improve engagement between risk, business, finance and the board - powerful analytics support broad use cases and provide new insights.
Automated alerts and notifications protect your business from emerging risks.
To find out more:
Contact Huw on +61 423 877 047 to discuss how Credit and Risk Intelligence can digitise both your regulatory and risk processes – and enhance decision making, or email pctsales@perpetual.com.au.