The portfolio management tools provides portfolio managers unprecedented tools to understand portfolio risk of each customer receivable portfolios financed and the overall risk in real time
Pool analysis provides real time insight and historic time series of each pool. More than 50 quantities are calculated in accordance with BIS II, rating agency and IFRS accounting measures including:
- Historic capital calculation using multiple methods for various confidence intervals
- Distribution of the portfolio by rating, payment behaviour, country and industry
- Risk drivers like write-off, ageing,loss ratios average PD etc.
- Dilution measures like dilution ratio, dilution horizon etc.
- Concentration analysis
- IFRS dynamic provisions
These analysis are updated each time new data is provided and at least daily and accessed on line. Drill down functionality explains the source of risk.
Portfolio management allows the financier to manage the portfolio pf financing providing to clients.
The portfolio tool provides:
- Risk reporting on portfolio of portfolio level
- Risk trancing on portfolio of portfolio level
- Cash projection on portfolio of portfolio level
The portfolio management tool is essential for large scale financiers who intend to actively manage the portfolio of TREFI financing provided. The portfolio tool enables optimisation of distribution of the aggregate TREFI finance to:
- Commercial paper markets
- Insurance markets
- Interbank markets
