RRIH Credit Risk

Unified analytics for confident stress testing and strategic decision-making.

RRIH Credit Risk is the native solution for credit risk measurement and management in Regnology Risk Hub (RRIH).

It provides a comprehensive, contract-centric platform to manage all credit risk types across both banking and trading books, integrating market, credit, and behavioral factors into a single, unified view.

This enables powerful stress testing, scenario analysis, and advanced analytics to deliver deep insights while ensuring full compliance with regulatory frameworks like Basel III/IV.

Key benefits

Holistic risk management

Enable a unified view of credit risk across trading and banking books, ensuring consistent risk strategies and reducing operational silos.

Regulatory compliance

Support Basel-aligned credit risk and impairment practices with auditable outputs.

Proactive risk management

Dynamic exposure updates and stress testing allow institutions to anticipate and manage emerging risks effectively.

Improved decision-making

Advanced analytics and scenario analysis provide actionable insights, supporting strategic portfolio management and capital allocation.

Operational efficiency

Integration and automation reduce manual processes, improve data quality, and streamline risk management workflows.

Scalability and flexibility

Suitable for institutions of all sizes, with configurable models and deployment options to meet evolving business needs.

Key features

Counterparty credit risk (CCR) management

Manage risk from derivatives, securities financing transactions, and repos by calculating exposures and valuation adjustments (CVA, DVA, and FVA).

Issuer credit risk

Assess risk from defaults of bond or debt security issuers with detailed exposure and risk analysis for informed portfolio decisions.

Wrong-way risk detection

Identify scenarios where exposure rises as counterparty creditworthiness declines, using dynamic stress testing and scenario analysis.

Credit valuation adjustments

Calculate CVA/DVA to reflect counterparty credit risk, integrating market and behavioral factors for accurate pricing.

Stress testing and scenario analysis

Perform static, dynamic and reverse stress tests to evaluate credit risk under adverse market conditions.

Dynamic exposure management

Update exposure measures in real-time and simulate future exposures based on market and credit conditions.

Analytics and reporting

Produce both standard and customised risk reports and dashboards for management, regulators and boards with clear analytics on credit exposures and loss drivers.

Flexible delivery model

A native component of Regnology Risk Hub with flexible deployment on-prem, private cloud, or SaaS.