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신용리스크 운영리스크


신용리스크관리시스템 개요

바젤1~3에서 제시하는 규제 요건에 따라 신용위험에 노출된 자산의 위험가중치를 산출하고 신용리스크 기준의 소요자기자본량을 산출하는 시스템입니다.

 익스포져 집계 및 BIS 자산분류 기능 제공
 거래상대방(동일인) 집계 및 BIS 고객분류 기능 제공
 리스크요소(EAD,CCF,PD/연체전이율,LGD,M,EL 등) 산출기능 제공
 RWA 산출기능(표준방법,내부등급법,고급법,함수법) 제공
 시나리오 기반 위기상황 시뮬레이션 기능 제공
 경영진보고서 및 금감원보고서 생성



구성 요소







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