Products
TIBS Risk Management - Credit Risk Engine
TIBS Credit Risk Engine (CRE) is one of the three Risk Engine of TIBS Risk Management. TIBS CRE supports the measurement of potential loss that based on the probability that a debtor will default on its obligation. TIBS CRE offers flexible and user-friendly interface for users to develop their own credit rating models for different types of borrowers, such as individuals and corporates.
Given sufficient captured information, TIBS CRE supports the estimation of Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Maturity (M) for users that opt to adopt either Foundation or Advanced Internal Rating Based (IRB) approaches of Basel II.
- lnternal rating based (IRB) scoring model
- Loan portfolios and facilities analysis
- Capital adequacy calculation
- Credit VaR analysis