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Jonas Brammertz

ARIADNE INTRODUCES INNOVATIVE WAY OF HANDLING CREDIT RISK



Handling Credit Risks the smart way with Ariadne

Ariadne announces the successful implementation of Credit Risk into the Ariadne Software. Ariadne continues its innovative approach with the introduction of the unique Credit Risk module with the following salient features:

  • True integration with market and operational risk

  • Easy analysis and evaluation become available even for line managers

  • Quick and multidimensional reporting along any dimension

Credit Risk has been a step child of Risk Management rather bolted to existing system than truly integrated. This is partially due to the fact of the unorganized nature how collaterals and guarantees are managed which largely depend on non-standard textual description.

At Ariadne we change that procedure in two ways:

  • First, we use the ACTUS concept of collateral and guarantee contract types which define the relation between borrower, obligor and guarantor or collateral. Collaterals are modeled as standard contract types allowing for consistent market revaluation.

  • Second, Ariadne Software allows defining independent counterparty trees which allows for full separation from market risk oriented analysis without losing the true integration. This novel approach adds a new dimension to integrated risk management which was so far not reached.

If you are interested to receive more information about the innovative way we handle Credit Risk, please don’t hesitate to contact us at ontact@ariadne.swiss.

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