AVATI Solutions
Portfolio Risk Appetite Dashboard

Portfolio Risk Appetite Dashboard

Portfolio Tracking Dashboard enables the bank to deploy comprehensive consolidated risk dashboard which include cube analysis of portfolio across various dimensions and measures like counterparty, products, industries, exposures, RWA, etc.., user defined configurable reporting with superior drill down features, limit monitoring, trend analysis etc..

Overview

  • A Dashboard that provides flexible user oriented, customized view of overall group portfolio including cube analysis of portfolio across various Dimensions like Counterparty, Asset Classes, Products, etc.
  • Ability to produce Ad-Hoc Reports for user-defined sub segments with enhanced drill down capability.
  • Provides Management a Risk and Capital based view of the overall portfolio.
  • Fully customizable OLAP-based Portfolio performance reports including Exposure and Capital reporting, Time series analysis across user defined time horizons, delinquency, concentrations etc. to facilitate decision making.
  • Allows User to set unlimited Personalized or Department Limits, thresholds and alerts across any Dimension or Measure of the portfolio.

Key Features

  • Risk Appetite: includes setting portfolio limits, management and monitoring of Risk Appetite Statement through portfolio dashboards where by the organization can accurately identify, measure, manage and report portfolio risk as well as profitability to the Board.
  • Multiple Scenario Analysis: Sensitivity and Scenario Analysis through techniques such as historical sampling / conditional event mapping / expert judgment - allows incorporation and modelling of various scenarios for assets and liabilities and movement of interest rate curves.
  • Stress Testing: System enables financial institutions to construct and implement comprehensive organization-wide stress testing program through balance sheet and risk simulation of all Basel II - Pillar I / Pillar II risks, and assessing the impact on measures such as capital, income & liquidity.
  • Risk Appetite: includes setting portfolio limits, management and monitoring of Risk Appetite Statement through portfolio dashboards where by the organization can accurately identify, measure, manage and report portfolio risk as well as profitability to the Board.
  • Multiple Scenario Analysis: Sensitivity and Scenario Analysis through techniques such as historical sampling / conditional event mapping / expert judgment - allows incorporation and modelling of various scenarios for assets and liabilities and movement of interest rate curves.
  • Stress Testing: System enables financial institutions to construct and implement comprehensive organization-wide stress testing program through balance sheet and risk simulation of all Basel II - Pillar I / Pillar II risks, and assessing the impact on measures such as capital, income & liquidity.