CRÉDITO MULTIDIMENSIONAL
With advanced analysis tools, this system offers complete insights into risks, provisions, default and the socioeconomic profile of the credit portfolio, allowing for accurate and strategic management.
MAIN
Functionalities
With a robust set of advanced analytical tools, the system provides a comprehensive and in-depth view of various critical aspects of the credit portfolio, allowing strategic and data-driven management.
risk profile
Historical monitoring of the risk profile of clients, operations, segments, or the institution as a whole.
Determine the ranking of financial institutions using legal and accounting information, and ratings published by risk agencies. Combine this information to predict or anticipate problems.
Use the standard risk profile scenario or create your own, depending on your grant policy.
Complete Risk Tools
Over 50 Endpoints with all the Risk tools your company needs.
- Risk profile by customer, segments, or total
- Credit VaR (individual, segments, and clusters)
- Backtest
- RAROC
- Par Value - portfolio transfer
- Probability of default (PD)
- Loss Give Default (LGD)
- Credit Rating
- Migration matrices
- Sectorial
- Provision 4,966 (IFRS9)
Multidimensional Risk Matrices
Risk migration matrices are calculated using Multidimensional.
- Real migration matrix
- Expected migration matrix
- Matrix 2,682
- Dragged 2,682 matrix (per profile)
.png)
stress scenarios
Build your scenario with indicators relevant to your portfolio profile.
Find out in the causality information if the indicators are really relevant!
- Multiple regression of economic indicators - macroeconomic stress
- Causality analysis
- Multiple scenarios
- Stress migration matrix
- Step migration matrix
Credit Management
Get to know the details of your credit portfolio. Evaluate and audit the pre-concession process through the automatic integration of profiles.
The multidimensional system is already automatically integrated into XRISK.
.png)
Institutional
The system offers a detailed analysis of institutional risk, allowing financial institutions to assess the impact of their operations.
- Socio-environmental risk
- Income commitment
- Real default
- Provision 4,966 (IFRS9)
- Released volumes
- Delay Matrix
- Concentration
- Provision 2,682 and carried over (per profile)
- Comparison with pre-grant (if applicable)
BI - Business Intelligence
The most powerful credit data monitoring tool, in one place.
Filters, segmentation, profiles, consolidation with wide freedom of parameterization.
You now have a set of BI's over your entire credit base, with behavioral default profiles also available in the various BI's.
Capital MANAGEMENT
The capital management system offers a comprehensive and detailed view of financial operations, allowing an efficient and strategic allocation of resources.
General
- By operations
- By customers
- Free Filters
Individual
- Positive registration (point of view)
- Customer behavior
- Historical data
- Billing and Relationship
Special
- Input Data
- Migration Matrix
- Income commitment
- Released volumes
- Free filters
Capital Allocation
Over 50 Endpoints with all the Risk tools your company needs.
- CPAD capital requirement calculation
- Detailed capital consumption output
- Result also in files
- Simple or Comprehensive Approach
- Calculation memory
- LEC output option
Legal Calculations
FPR segregation calculation to generate a CPAD portion and data for LEC. Calculation memory for reconciliation and conferences!
This module can be contracted by processing. Consult us!
SCHEDULE A
DEMONSTRATION
Discover the potential of the Duxus Platform for your institution. Our team is ready to offer a personalized demonstration, exploring how we can improve your risk management.
Obrigado
