FlexFinance Jabatix provides data marts that contain information required for credit risk management. This information has been called for by the BCBS (= Basel Committee on Banking Supervision) in order to define capital requirements.
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- Calculated results
- RWA (Risk-weighted assets)
- PD (Probability of Default)
- LgD (Loss Given Default)
- CF (Conversion Factor) products with drawing risks
- FX haircut
- Maturity mismatch
- Hc (coll) or Hc (claim) haircut for collateral or claim
- Correlation
FlexFinance Jabatix allows parallel calculations to be made in accordance with various regulatory approaches ( (standard, IRB, CAD), the use of which for reporting purposes has to be approved by the national authorities in each case.
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Below is an example of a credit risk report in FlexFinance Jabatix based on these data marts:
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The following standard functions are also available for reports defined in FlexFinanceJabatix:
- extensive drilldown possibilities
- possibility to compare the report for different posting days
- proof of rule for reporting contents
- manual editing combined with consistency check
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