IT Systems for Credit Risk Management
Risk taking, that in the case of banks comprises commercial banking activities, all lending activities that address the different segments of the bank’s customer base, and credit risk exposures connected to trading activities.
Risk management, that covers the activities a bank sets up to classify the exposure, determine the creditworthiness, measure the risk components, analyze the individual and overall risk situations, diagnose the critical situations, and design and activate counter-actions.
Risk mitigation, referring to how the bank manages and monitors risk mitigation activities.
Risk pricing, covering how a bank links credit product pricing to creditworthiness, profitability and impact on overall economic capital
KeywordsCredit Risk Basel Committee Risk Component Credit Portfolio Risk Engine
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