The PRR Module provides facility risk rated listing of exposures by industries, countries, portfolios, product and collateral types
It is used in stress testing the portfolio and provides the means to direct stratgy within the bank by product, industry and target market (hence adherance to Basel’s Principle 3 of Managing Credit Risk).
Portfolio Management is an integral part of the credit process that enables the Bank to manage concentrations, volatility, liquidity and achieve optimum earnings. It does so through portfolio strategies and planning, performance assessment and reporting functions into one comprehensive management process.
The module is fully configurable and user friendly. PIT ratings can be generated using 6 Sigma’s CRMS or imported from third parties. Outputs are on screen with summarized IRB and Standardized Capital Adequacy, RAROC, PRR by both Authorized and Outstanding. In addition to concentration listing, and breakdown of exposures by industries, countries, portfolios, product and collateral types. Export of data is availbale for good measure.
Overview
The module is fully configurable and user friendly. PIT ratings can be generated using 6 Sigma’s CRMS or imported from third parties. Outputs are on screen with summarized IRB and Standardized Capital Adequacy, RAROC, PRR by both Authorized and Outstanding. In addition to concentration listing, and breakdown of exposures by industries, countries, portfolios, product and collateral types. Export of data is availbale for good measure.
ORR and FRR
RAROC and RORAC both Authorized and Outstanding
Concentration Authorized and Outstanding
Capital Adequacy (IRB and STD) and PRR measurement
Breakdown by Industry, Facility, Collateral, Country etc.
Stress Test the results.
In a user-friendly, efficient, and accurate manner. Essentially the steering wheel of a bank.
Resources
Brief PRR Presentation 2023
ISV Assessments/Awards
ESG & Enterprise Readiness Assessment Scores for 6 Sigma conducted by The Disruption House
Portfolio Risk Rating (PRR) and Stress Testing – 6 Sigma Portfolio Risk Rating (PRR) and Stress Testing Resources 6 Sigma logo Request A Demo Lorem ipsum Lorem ipsum dolor sit amet Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum. Overview Lorem ipsum dolor Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum. Lorem ipsum dolor Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum. Lorem ipsum dolor Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum. Lorem ipsum dolor Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum. Resources Lorem ipsum dolor Learn more Lorem ipsum dolor Learn more Lorem ipsum dolor Learn more Lorem ipsum dolor Learn more ISV Assessments/Awards Lorem ipsum dolor sit amet, consectetur adipiscing elit. Category Award Date Business Resiliency Accreditation Builder April 2024 Sustainability Accreditation Starter April 2024 Interested in the full Hopp Tech report? Click here to buy it now. Request a Demo Related Providers Lorem ipsum The PRR Module provides facility risk rated listing of exposures by industries, countries, portfolios, product and collateral types It is used in stress testing the portfolio and provides the means to direct stratgy within the bank by product, industry and target market (hence adherance to Basel’s Principle 3 of Managing Credit Risk). Portfolio Management is an integral part of the credit process that enables the Bank to manage concentrations, volatility, liquidity and achieve optimum earnings. It does so through portfolio strategies and planning, performance assessment and reporting functions into one comprehensive management process. Financial dashboard displaying industry analysis with metrics like Authorized, Exp at Risk, and RAROC. Highlighted ‘PRR Calculation’ section. The module is fully configurable and user friendly. PIT ratings can be generated using 6 Sigma’s CRMS or imported from third parties. Outputs are on screen with summarized IRB and Standardized Capital Adequacy, RAROC, PRR by both Authorized and Outstanding. In addition to concentration listing, and breakdown of exposures by industries, countries, portfolios, product and collateral types. Export of data is availbale for good measure. Overview The module is fully configurable and user friendly. PIT ratings can be generated using 6 Sigma’s CRMS or imported from third parties. Outputs are on screen with summarized IRB and Standardized Capital Adequacy, RAROC, PRR by both Authorized and Outstanding. In addition to concentration listing, and breakdown of exposures by industries, countries, portfolios, product and collateral types. Export of data is availbale for good measure. ORR and FRR RAROC and RORAC both Authorized and Outstanding Concentration Authorized and Outstanding Capital Adequacy (IRB and STD) and PRR measurement Breakdown by Industry, Facility, Collateral, Country etc. Stress Test the results. In a user-friendly, efficient, and accurate manner. Essentially the steering wheel of a bank. Resources Brief PRR Presentation 2023 Learn more ISV Assessments/Awards ESG & Enterprise Readiness Assessment Scores for 6 Sigma conducted by The Disruption House Category Award Date Business Resiliency Accreditation Builder October 2023 Sustainability Accreditation Builder October 2023 Business Resiliency Accreditation Builder December 2024 Sustainability Accreditation Builder December 2024 Interested in the full 6 Sigma report? Click here to buy it now. Request a Demo
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