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As proven credit-and-market risk integrated systems, PortfolioBrowserTM / CreditBrowser® have
been broadly adopted by leading financial institutions since
their releases in 1998. Both packages offer a wide variety of
functions from the classic 1994 variance-covariance VaR to the
highly sophisticated integrated Monte Carlo simulation and component
VaR. Never before has a single system covered the theories as
extensive as these products.
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Nothing has been recognized as more important than
the risk management after the recent boom and bust economy. Among the various
risks the businesses are faced with, credit risk weighs the most.
The basis of credit risk management is a sound credit rating
system.
Today, at forward thinking companies, ensuring high quality credit
rating is becoming a key issue. Thus, an in-house framework,
which allows the company to continuously assess and analyze the
creditworthiness of their customer corporations, is in high demand.
ScoringBrowser® helps your work group carry out credit
rating activities rapidly and efficiently.
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OperationalRisk BrowserTMis designed
as a management and analysis tool for use by financial institutions
assessing operational risk. The product is a direct answer to
the new Basel agreement, scheduled to be effective in 2005, in
which the incorporation of operational risks into the calculation
of minimum capital has been proposed. OperationalRisk BrowserTM
offers tools both for gathering operational risk-related information
and for analyze collected data. It runs under the client/server
environment using Microsoft Internet Explorer. Its information
gathering capability allows you to automatize control on accidental/clerical
error reporting, to examine risks involved in a new financial
instrument, and to select the "score card" method as
an option. The analysis capability provides "loss distribution"
and "internal measurement" methods to determine the
operational risk indicator from collected accident data. It also
offers multidimensional analysis including drilldown from the
tree structure (user interface adopted since CreditBrowser®),
recompilation of statistics by changing the layers, and data
representation in various graphical forms.
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