ERisk Abacus 6.0 - Released

Ambit ERisk ABACUS 6.0 Released

Ambit ERisk Abacus is the leading, "best practice" solution for enterprise-wide credit, risk, and capital management.

Abacus 6.0 is a significantly upgraded version of our economic capital analytics software. Some of the exciting new features and enhancements are:

Enhanced Abacus Analytical Features

Support the specification of parameters—most notably Loss Given Default (LGD)—at the facility level
Credit analytics that incorporate all of the richness of facility-level parameters in the calculation
Obligor-level roll-up and allocations of multiple facilities within the portfolio credit model algorithm
Expanded capabilities for large number of loans and more detailed information for each loan
Expanded A/LM analytics that allow the flexible definition of user-defined rate sensitivity vectors
Consistent portfolio, obligor and facility capital allocations

Usability Enhancements and Improved User Interface

Enhanced control of calculation execution with the ability to cancel an in-process calculation
Optional e-mail notification on calculation completion
Improved dataset-level security with increased granularity of ownership properties
Dataset export enhancements with the ability to process all data elements in one transaction
Improved tracking of dataset manipulation

For more information or to schedule an Abacus software demonstration, please contact us.