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Metanet Fintech

Risk & Compliance management

Metanet

RiskCraftTM.CREDIT

RiskCraftTM.CREDIT is a Mark to Market Credit VaR system which provides fast and reliable credit risk measurement function.

Main function

  • Factor model, Hull & White model, Merton model, Monte Carlo Simulation, Principal component analysis, Portfolio correlation view
  • Expected Loss, Credit VaR, Expected Shortfall, Current Value, Horizon Value
  • Basel II SA, IRB

Key features

  • Excellent simulation performance
  • Modular calculation function
  • Flexible process configuration
  • Transparency of calculation process