Portfolio Risk Rating

The module is used in stress testing the portfolio and provides the means to direct stratgy within the bank by product, industry and target market (hence adherance to Basel's Principle 3 of Managing Credit Risk). Portfolio Management is an integral part of the credit process that enables the Bank to manage concentrations, volatility, liquidity and achieve optimum earnings. It does so through portfolio strategies and planning, performance assessment and reporting functions into one comprehensive management process. The module is fully configurable and user friendly manner. PIT ratings can be generated using 6 Sigma's CRMS or imported from third parties. Outputs are on screen with summarized IRB and Standardized Capital Adequacy, RAROC, PRR by both Authorized and Outstanding. In addition to concentration listing, and breakdown of exposures by Iindusties, countries, portfolios, product and collateral types. Export of data is availbale for good measure.