Credit Risk Management Systems 2006 – Basel II and beyond
| June, 2006 - Doc # RR062 | Research Report |
| Number of figures and tables: 24 | Price: $1950 |
| No. of Pages – 52 |
Overview
In recent years, radical changes have occurred in the way that credit risk is both managed and measured. Contradicting the relatively dull and routine history of credit risk, new technologies and methodologies have emerged among a new generation of risk management professionals who are applying their quantitative and financial engineering skills to this area. The key drivers behind this change are:
- Basel II
- Economic capital usage
- Growth of credit risk derivatives
- Improvements in risk technology
The market for credit risk management systems includes a large number of vendors. These provide credit risk solutions at several different levels: portfolio modelling/risk engine, credit scoring/rating, limit management, collateral management and data handling. There are significant overlaps between credit risk management and financial and customer management initiatives, IAS/IFRS and asset and liability management. Therefore most financial institutions will be looking to leverage their existing technology investments and to identify synergies and cost reduction opportunities.
This report examines the demand and supply side of the market for credit risk management systems. It covers the key market and regulatory requirements, the implementation challenges, competitive landscape and vendor rankings. The report also provides a forecast for the future: market size, potential winners and emerging best practice.
Vendors covered in the report include: Algorithmics, Business Objects, Cognos, Experian, Fair Isaac, Fermat, FinArch, IBM, Informatica, IRIS, Kamakura, Misys, Moody’s KMV, QuIC, Reuters, Reveleus, RiskMetrics, S&P, SAP, SAS, Sophis, SunGard and Teradata.
The Table of Contents and List of Figures and Table can be viewed by Logging In below.
