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Credit Risk Management
Infosys' Credit Risk Management solution simplifies Basel II implementation. The solution framework combines our Basel II engagement experience, technical expertise and industry-best practices to offer clients a comprehensive, modular, concept-to-implementation solution. It offers components that can be customized to your business and technology context:
- Implementation framework
- Business case development tool defines approach to credit risk management for opt-in banks (Advanced Internal Ratings Based - AIRB vs. Others)
- Data requirements for various exposure types to estimate AIRB credit capital
- Technical and Functional requirements along with Data Model
- Report Templates
- Testing strategy for back testing
- Internal Ratings Models - Creates and deploys rating models to estimate Obligor (Probability of Default - PD) and Facility (Loss given Default - LGD) without undergoing the software development lifecycle
- Approach to credit risk estimation for trading book exposures - Provides a structured approach to combine market and deal data along with a choice of market factor models to estimate counterparty credit risk (PFE and EPE) for various trading book exposures including derivative instruments
Infosys Advantage
Infosys' Credit Risk Management solution helps organizations build their own models and deploy them with minimum time and effort. It offers the following benefits:
- Robust framework
- Easy customizability
- Modular
- Decentralized ownership of various modules
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