Portfolio Stress Testing

Real-time insight and analysis of your loan book

 

ON Credit Intelligence provides exceptional visibility of the current state of your loan book in real time, bringing together information from disparate systems to provide insight, using external data sources and data science to reveal issues that might otherwise have been overlooked. We call this 'credit science' - providing foresight by showing drivers of revenue and costs in key sectors, using sector-specific credit analysis to reveal the impact of shocks and negative trends on liquidity, debt capacity and profitability for each borrower.

PI_Icons_Multiple_Scenarios Run multiple scenarios in minutes Instantaneous stress testing across your entire portfolio
PI_Icons_273_Models 273 Unique Sector Models Providing you with up to 20 times more granularity
PI_Icons_Bottoms_Up Bottoms Up Approach Resulting in lower losses than traditional top-down methods

Don't stress, stress test

The ON Credit Intelligence Suite can apply proprietary stress scenarios to your portfolio, assigning each borrower a vulnerability rating based on factors such as liquidity, debt capacity, funding gap and profitability. By analyzing each borrower's data in the context of its geography and sector, while monitoring it against its peers using a bottoms-up approach, the software provides almost instantaneous stress-testing, and the ability to automatically re-underwrite the entire portfolio based on different scenarios, within minutes.

Deep, contextual insight

Our sector and peer insights, comprising of 273 unique sector models, mean we look 20 times deeper than the broad view available to banks today. Machine learning and AI rapidly contextualize borrower financial performance using sector-specific insights and scenarios, peer analysis, and anomaly detection. This allows you to interrogate the differences between business at a sub-sector level, where significant variations exist, leading to a better understanding of risk and more granular, tailored credit policies.

Robust, independent framework

Our robust, independent framework provides an effective challenge to the qualitative overlays that most banks apply to stress testing. By adding to your own risk models, you bring more timely information, reporting and rigor to the control process. Our approach results in significantly lower losses than traditional top-down methods, freeing up capital and helping you work with customers before a default arises.

Take the next step

Request a demo

Request a personalized demo to discover what ON Credit Intelligence can do for your bank.

What We’ll Cover:

  • What makes our technology different
  • How rapidly you’ll see results
  • Ease of installation and cost benefits
  • Current customers and outcomes