 |
| Areas of expertise | |
|
|
| | Credit risk management |  | |
|
| | Market intelligence | | |
|
| | Customer data management | | |
|
| | Transfer pricing | | |
 |
|
|
|
|
|
|
| BvDEP Producten | |
|
|
| | Credit risk management | | |
|
| | Risk models | | |
|
| | Spreading and custom reporting | | |
|
| | Workflow Manager | | |
|
| | Analysis | | |
|
| | Limit and exposures | | |
|
| | Data and system integration | | |
|
| | Security and Audit | | |
|
|
| |
Analysis |
| | | | |
| |
| FACT integrates various analytical functions to ensure the models are behaving in line with, for example, public ratings or alternative methodologies. The statistical software can create rating transition matrices at the touch of a button. |
|
| FACT fully supports back testing; it is possible to run old models with new data and vice versa on both an institutional and batch level (i.e. multiple companies simultaneously. |
|
|
|
| Analysis functionality includes: |
|
| Group reports |
|
| Internal rating distribution reports |
|
| Peer group distribution reports |
|
| Rating transition matrices |
|
| Benchmark statistics and reports (including power curves and notch deviation tables) |
|
| Boolean searching of portfolio (e.g geography, archived rating, ownership hierarchy, status, financial parameters, analyst, identification numbers) |
|
|
|
| All analytical reports and matrices can be automatically saved in Excel, Word or PDF format for efficient distribution. |
| | |
|
 |
|
