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In today's volatile times, how are you
managing risks within your organization?

Manage risks with high precision with Sunoida's Vision ERM

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Vision ERM Risk Manager: The one stop, all powerful platform
for all regulatory and enterprise risk reporting needs

Learn how you can adequately cover credit, market and operational risk calculations seamlessly

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Vision ERM Insight: A credit scoring design philosophy that
marries the best of application and behavior credit scores

Learn how Vision ERM Insight brings the finest credit scoring design functions to deliver superlative results

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Vision ERM Insight is a credit scoring, internal rating, probability of default & provisioning (loan loss reserves) platform with a design philosophy that marries the best of application and behavior credit scores

Explore all of the modules from Vision ERM Insight here

  • a1 small Risk Rating
  • a2 small Probability of Default (PD) Calculations
  • a3 small Customer Scoring and Dashboard
  • a4 small Customer Credit Profiling
  • a5 small Provisioning for Delinquencies

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Risk Rating

To qualify for the supervisory approval of an IRB approach a bank must:

  • Quantify the various credit risk components (that is, PD, LGD and EAD) which, when taken together, constitute the elevated level of credit risk management required under the IRB approaches
  • There must be enough meaningful statistical observations so that the quality of risk assessments can lead to realistic estimates
  • In order for an internal ratings system to be IRB compliant (that is, it is eligible to be used for regulatory capital purposes and, more generally, to deliver sound risk assessments), banks must collect substantial amounts of historical data.
  • Must gather data systematically

Historical data refers to all data related to events that have affected exposures over a given period in the past.

BASEL II Standardized

  • Credit Exposures (on and off – balance sheet) information
  • Collateral Information
  • Long and Short Term Credit Ratings by External Credit Assessment Institutions (ECAIs) recognized by the Central Bank
  • Mapping of ratings of ECAIs with Central Bank Rating Grades

BASEL II – IRB

  • Credit Exposures (on and off – balance sheet) information
  • Collateral Information
  • PD estimates should be developed using a minimum historical observation period. This includes historical default data.

Supported Credit Analytics

Combining the best of tested and established rating practices and the power of a Business Intelligence platform, Vision Insights generates an useful set of reports and analytics for use by the credit risk management function.

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Probability of Default (PD) Calculations

Probability of Default

  • PD estimates based on historical credit events
  • PD estimates based on outstanding exposure
  • Classification by rating grades & attributes
  • Facility wise probability of default
  • Variable frequency and look back period
  • Credit event and update tracking
  • Multiple default definitions

Payment Behavior

  • Principal and markup payment behavior
  • Multiple transactions per facility
  • Internal validation of data to ensure consistency
  • Payment behavior processing and analysis
  • Multiple format export functionality

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Customer Scoring and Dashboard

A fully configurable scoring engine can be used to replicate scores based on existing criteria, or to define and test new attributes. Scores are computed for multiple periods and rating migrations from one rating grade to another are incorporated in the probability of default calculations.

Key Features

  • Multiple multifactor configurations
  • Attribute selection and user defined sensitivity
  • Frequency distribution and mapping
  • Score composition
  • Percentile standing
  • Customer score tracking
  • Dataset management

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Customer Credit Profiling

Build detailed customer profiles using customer account information, geographical location and business specific attributes including asset class, legal status, incorporation date and industry.

Annual, semi-annual and quarterly financial statements are imported and categorized. In order to handle data availability issues, the template used for capturing and importing data is highly customizable, providing flexibility of using summary level data, or an entire balance sheet breakup.

In addition to borrower specific characteristics, a second dimension also looks at facility specific characteristics including product type and structure, limits, collateral and utilization, from which facility risk rating and estimates of loss given default may be derived.

Key Features

  • Balance sheet import and classification
  • Ability to define and modify new scoring elements
  • Attribute type and subtype definition
  • Import functionality
  • Rank and rate profiles based on relative criteria and credit score
  • Prune and trim portfolios based on relative ranking and rating
  • Funded vs. non funded facility classification
  • Facility specific definition

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Provisioning for Delinquencies

The provisioning module allows analysis of delinquent at a customer or facility level, with the ability to drill down and look at specific sectors, industries or by any other attribute.

Key Features

  • Regulatory or Internal definitions for
    • Classification days past due
    • Provision requirement
    • Forced sale value
  • Subjective downgrades
  • Restructuring
  • Stress test
    • Increase in days past due
    • Continuous deterioration in nonperforming loans
  • Tracking of
    • Provision shortfall
    • Provision recovery
    • Provision held
    • Principal repaid
    • Projected profitability by customer, sector, segment, days past due and product

Learn how Vision Enterprise Risk Management helps support every bank’s goals of identifying potential threats and reducing their negative impact on the business.