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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An Extensible Solution
In order to empower each institution to fine-tune the software package to its particular objectives and profile, the entire Fermat software suite comes with a powerful toolkit. The toolkit enables firms to adapt the Fermat software suite to your business model, and to later expand features coverage including the following:
- Expansion of the data warehouse features (data storage, historical data management, editing and audit trail) to handle data not managed by default.
- Customising the user interface by adding bespoke screens and reports.
- Implementing the required set of rules and calculation functions to meet your specific business rules, such as the required credit risk practices within Fermat CAD when using the A-IRB approach under Basel II.
Fine-tuning performed with the toolkit does not alter the core of the packages and is forward compatable with future releases; in other words, customers benefit from upgrades in the package while taking advantage of their own stable bespoke environment.








