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Risk & Management of Performance

Credit Risk Management System

Credit Risk Management System

To meet the active response of credit risk management and flexibility and regulatory compliance of supervisory institutions, an integrated credit risk management system through powerful, scalable technologies must be supported. In preparation for this type of credit risk management, our system has the experience of credit risk development by a number of domestic financial institutions. And the systems are guaranteed of standardization, scalability, and flexibility.

Services

  • Calculate risk measuring element (PD,LGD, EAD)
  • Limitation management of total exposure
  • Economic capital management (Internal capital management)
  • Calculation and distribution of limits by business department
  • Risk-adjusted performance evaluation
  • BaselⅡ RWA Calculation
  • Calculation of K-GAAP provisions
  • Calculation of IFRS provisions
  • Calculation of expected loss provisions
  • ALM
  • Interest plaza
  • Management of market risk

System Plan

Report