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Webinars on Demand
Calculating Private Firm Credit Risk
Learn about quantifying default risk of privately held firms and monitoring the risk of private exposures/investments.
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Do You Have a Complete View of Counterparty Risk Across Your Commercial Loan Portfolio?
Learn about improving the effectiveness and accuracy of your origination decisions and analyzing your commercial real estate (CRE) exposure risk.
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Economic Captial Matters: 5 Key Strategies for Managing Your Credit Portfolio
Learn more about best practices for managing a credit portfolio, including managing concentration risk through diversification, risk-based pricing and more.
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Improving Loss Given Default Accuracy
Learn about alternatives to one-dimensional historical look-up table recovery values and the impact of LGD on loan loss reserves and capital allocation.
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Fermat's Software Range Is A Fully Scalable Solution That Services Local, Regional and International Banks
Local Installation
The architecture is a perfect fit for a single installation at a local bank. This installation enables users to share a work environment benefiting from the same operational data and parameterisation sets. Users can independently launch different calculations at different reporting dates using different sets of data, perform simulations and enrich their own parameterisation sets.
Centralised Installation At Group Level
Global international banking groups can opt for a centralised implementation at group level, serving both parent company and numerous business units and/or subsidiaries. Thanks to Fermat's technical and functional architecture, banks can centralise data and parameterise calculations at the consolidated level. At the same time, business units or subsidiaries can perform their own calculations and reporting in their own workspaces.
Decentralised Installations Across Banking Groups
Fermat's technical and functional architecture also enables banking groups to opt for one installation at head office level complemented by decentralised installations at "hubs" which correspond to major subsidiaries or business units. The hubs can perform calculations according to their own business requirements and regulatory guidelines.
Thereafter Fermat offers two consolidation approaches:
- Bottom-up approach: hubs send detailed operational data to Head Office through a Fermat-to-Fermat link. Office performs calculation and reporting in accordance with its central requirements.
- Top down approach: Head Office requires each hub to use a common set of centrally maintained parameters for consolidation purposes. Hubs locally perform calculations based on this parameter set and supply calculation results back to Head Office which is then in charge of consolidating the results into the final reporting.
