Integrated Credit Risk framework reaching far
beyond regulatory requirements
Standardised Approach
IRB Foundation
IRB Advanced
IRB Models
CRM optimization
Counterparty Credit Risk
SA-CCR
Securitisation
Central Counterparties
Specialised Lending
Loan-to-Value
Integration with ECL
We got it covered
Standardised Approach
IRB Foundation
IRB Advanced
IRB Models
CRM optimization
Counterparty Credit Risk
SA-CCR
Securitisation
Central Counterparties
Specialised Lending
Loan-to-Value
Integration with ECL
Basel.NXT
offers a full coverage of the Basel framework for Credit Risk across all approaches and exposure classes. The fully preconfigured Standardized Approach establishes a quick way to establish the capital requirement or the output floor. The comprehensive IRB approach is designed as a risk management framework that goes well beyond the strict regulatory requirements. Credit RWA is integrated in a wider Integrated Credit Risk framework, where the Internal IRB models are integrated with both the RWA and the ECL calculations. The framework allows for a 360 view on credit risk in both BAU as stressed scenarios.
