Credit Risk

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.

Integration

with internal models

Output floor

Integration

with ECL

Supervisory Dictionary

All approaches

from Standardised to Advanced Approach

Experience
the magic

Stress testing credit risk requires Integration with ECL

Implementation Approach

Brussels

Cantersteen 47
Brussels 1000
Belgium

Bangkok

29/1 Piya Place Building, Tower B 11th Floor Unit 11E, Langsuan Ploenchit R., Lumpini
Pathumwan
Bangkok 10330
Thailand

Jakarta

Menara BCA LT 50 Regus Grand Indonesia 5016‍-‍5017 JL MH Thamrin No 1
Jakarta Pusat
Indonesia