Run credit risk calculations on large portfolios with accuracy and speed
IHS Markit Risk and Regulatory Capital Solution helps banks find their optimal business strategy by supporting cost, risk-weighted asset (RWA) and balance sheet rationalization, as well as model approval and pre-trade decisions.
Risk management professionals can run portfolio credit risk calculations on large global portfolios of complex instruments with accuracy and speed. They can access an extensive range of credit risk simulations, pricing and aggregation models, and use a flexible modeling environment to create or customize pricing and simulation models.
By leveraging supercomputing concepts, such as the vectorization of calculations, the solution can run contingent credit pricing, PFE and EPE calculations simultaneously at high speed. Fast access to capital calculation results allows you to make better-informed decisions.