RISK-VBox Functions and Features

In order to comply with risk management regulations, our clients implement the RiSK-VBox package for analysis, measurement and management of credit risk according to the Basel standards. Furthermore our clients optimize their capital adequacy ratios and adopt the Internal Rating Based (IRB) credit risk methodologies. RiSK-VBox supports:

  1. Fully automatic reporting process: easy compliance to Basel II/III regulations
  2. Improved Capital Ratios: implementation of IRB approach
  3. Parameter Estimation: Templates and Methodologies for estimation of relevant IRB parameters like PD, LGD, CCF, and others.
  4. Improved data quality: capturing, analysis and management of credit risk data (collateral data, recovery cash flows, risk statistics,...)
  5. Liquidity Risk Analysis: in accordance to the latest Basel III regulations
  6. Risk Transfer Pricing: Estimation of the profitability under consideration of risk adjustments
RiSK-VBox functional modules