ABS Monitor ©

The Credit Risk / Performance Management Solution

ABS Monitor © enables you too:

Access and aggregate credit data across disparate systems and sources. Seamlessly integrate credit scoring/internal rating with credit portfolio risk assessment. Accurately forecast, measure, monitor and report potential credit risk exposures across the entire organization, both on the counterparty level and portfolio level. Evaluate alternative strategies for pricing, hedging or transferring credit risk. Optimize allocation of regulatory capital and economic capital. Facilitate regulatory compliance and risk disclosure requirements for a wide variety of regulations such as Basel II.

ABS Monitor © solution provides an open, extensible environment with complete capabilities for retail credit scoring, corporate credit rating and credit portfolio risk management. The system is transparent and auditable, thereby facilitating supervisory review, both internally and by regulators, as required by Basel II and other regulations.

In addition, the underlying credit risk data model helps firms consolidate credit data from disparate sources and supports faster implementation. No other credit risk management software offers a more complete, end-to-end solution integrating data aggregation, analytics and reporting within a transparent framework.

Risk scoring improves Servicer oversite and Portfolio Performance.
ABS Monitor ©  includes a solution for in-house scorecard development and monitoring. Applying our advanced statistical techniques to your own proprietary credit data enables you to perform more accurate credit risk assessments. The solution supports a wide range of modeling techniques including classification trees, neural networks, time-series modeling and others. Using the ABS Monitor ©  solution, you can develop complex roll rate models, predict delinquencies and perform vintage curve analysis to generate highly accurate credit loss forecasts.

Accurately calculate and report risk exposures.
ABS Monitor ©  enables you to quickly and accurately calculate critical risk measures, such as probability of default, exposure at default, credit migration, regulatory capital, risk weighted assets, credit value at risk (CVaR) and economic capital. Analysts can perform mark-to-market calculations, model risk factors, run Monte Carlo simulations, explore scenarios and build stress tests. Every step of the process can be viewed, validated, audited and customized.

Once the analysis is complete, customizable templates enable reports to be published to a Web portal or shared via e-mail or wireless devices. This flexible reporting capability allows managers to quickly identify problems and meet regulatory requirements related to credit risk.

Leverage existing technology investments.
ABS Monitor ©  is an open, flexible and extensible framework that leverages existing operational systems and applications. By allowing you to access data from any source and customize any risk management methodology based on your requirements, the solution serves as the backbone for a credit compliance infrastructure within your organization. The solution thereby optimizes and extends the value of existing systems and creates a foundation for effective credit risk management.