Category: Credit Risk

The SA-CCR Accelerator contains measures to evaluate the SA-CCR risk charges in a derivatives portfolio including the ability to create a chain of calculations that

Many firms are struggling with how to measure ‘Climate Change’ and create a model that can be translated into financial risk. Read this document to

Calculate and decompose risk drivers at any level and instantly see results. Anticipate the credit risk capital impact of new trades and deliver a precise

The CVA Risk Capital Accelerator supports calculations for both the Basic Approach (BA-CVA) and the Standardized Approach (SA-CVA) and helps to optimize the valuation adjustment

La solution ActiveViam IFRS 9 permet de trier, filtrer et segmenter les prêts pour identifier des patterns comme la probabilité de défaut et rechercher les