Banks base their customer assessment on static, time-delayed procedures (classical rating agencies and balance sheet analyzes) or on insufficient secondary data (account movements, peer group comparisons). Uncertainty about earnings development and payment security is high. Companies are exposed via price models and contracts to movements in FX or commodity markets. Even semi-finished products, alloys and auxiliary materials play a decisive role in the overall result of companies - up to 80% of the company's success depends on exogenous market forces.
Who?
Credit departments of banks, customers looking for classic or alternative financing options.
What?
XPOSUREval enables financiers to capture the market dependencies of credit customers, combine them with traditional valuation techniques, and obtain risk ratings in a bank-compatible ValueAtRisk model in real time.
Impact!
For banks, transparency and trust increase. The default risk decreases, capital and risk costs can be reduced and new financing products can be designed. Borrowers have the additional benefit of being able to benefit not only from better financing terms, but also from an intelligent system for managing their market risk more efficiently.
