| Features
|
Benefits |
|
ü |
Comprehensive modeling of economic capital requirements for all risk types including credit, interest rate, market, operating
|
Assess risk-based capital adequacy as required in Basle II and SR 99-18.
|
ü
|
Allocation of diversified economic capital to business units, portfolios, and loans
|
Evaluate where equity capital is invested for performance measurement or limit-setting analyses.
|
|
ü |
Calculation of Risk-Adjusted Return on Capital (RAROC), Economic Profit, and Shareholder-Value Added
|
See which business units are creating value and which business units are eroding value.
|
ü
|
Most calculations can be performed in a half-hour or less
|
Enables sensitivity and what-if analyses to be performed quickly.
|
|
ü |
License customers include an annual consulting hours bank
|
Allows clients to utilize ERisk consultants to update data utilities, parameter calibration, and attend key meetings.
|
ü
|
Flexible reporting package including ability to roll-up according by business unit and risk hierarchy
|
Use Abacus reporting to view outputs in tables, graphs, and PDF files.
|
|
ü |
Flexible import and export abilities
|
Get data into and out of Abacus easily including flexible exporting options including Excel, PDF, text file, and XML file formats.
|
ü
|
12-14 week implementation
|
Fast implementation designed to get the client up and running as quickly as possible.
|
|
ü |
Calibration of internal ratings to PD and LGD
|
Reserve analysis, new Basle Accord compliance, Pricing models.
|
ü
|
Creation of a data utility for risk-related data across institution
|
Ease of capturing data across disparate business units and for updating Abacus during periodic updates.
|
|
ü |
Provide benchmarks for risk parameters where internal history is inadequate
|
Provides a “chair to sit on” for EC modeling and includes documentation for data required to refine the parameters
|
ü
|
Training and handoff
|
Provides client with necessary tools and information to run Abacus on their own.
|
