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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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Scalable: Extremely Large Data Volumes
All Fermat modules are able to handle large volumes of data. This enables banks to keep contract level details and the possibility of setting customised parameters according to bank specific business models without irrelevant aggregation in the interfaces.
As a result, analysis can be performed, on either a detailed (transaction) level or at an aggregate level, by choosing the appropriate level of aggregation needed for a specific analysis. Multidimensional analysis can be performed using the embedded OLAP features through which reports can be designed and calculated dynamically using many different reporting dimensions (with drill down available to individual contract details, or up to a consolidated overview).
