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Credit Risk Models

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The Cyte Risk Suite is an auditable risk framework that will help you achieve IFRS  and regulatory compliance and improve your credit risk management. As an integrated platform, the Risk Suite enables easy sharing of information between your finance and risk teams, using a single consolidated database.

This suite provides an affordable solution for data availability and data benchmarking to meet the challenges of low data environments, facilitating the calculation of ECL and discount rates in the corporate, SME, public and banking sectors.

Our quantitative and qualitative credit risk strategy, and review is tailored to South Africa’s specific market conditions. We use both Moody’s analytics software and our in-house proprietary models to customise solutions for credit risk and portfolio management.

IFRS 16 tools
Features:
-IBR (Incremental Borrowing Rate)
-IFRS disclosure
Credit rating tools
RC

SA SME Model

SA SME Risk Model is a BASEL 2 compliant SME model for South Africa.

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Moody's Risk Calculator user interface
MR

Moody’s KMV RiskCalc

Moody’s KMV RiskCalc is a BASEL 2 compliant SME model for Africa. Using a network of APRS country-specific models, while using Moody’s methodology and benchmark data, RiskCalc provides the most effective way to capture default risk factors in Africa.

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Moody's Risk Calculator user interface
GC

Global Corporate Model

Global Corporate Model is a BASEL 2 compliant Global SME model.

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Moody's Risk Calculator user interface
Pricing and valuation tools
PT

Pricing tool

The Pricing Application is used for the pricing and valuation of non-equity financial securities. It is supported by the Ratings Application and Term Structures provided in the suite of products.

The results from the Pricing Calculator can be used to price new debt issues or value existing non-equity financial securities.

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Anchor Point Risk Pricing Tool user interface (UI)
IFRS 16 tools
I16

IFRS 16

IFRS16 allows you to calculate your incremental interest rate using our process.

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Anchor Point Risk Pricing Tool user interface (UI)
Client management tools
FC

Financial Capture

Automated scanning and optical character recognition (OCR) of annual financial results quickly and easily into your financial database.

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Financial Capture UI
IFRS9 tools
I9

IFRS9 Calculator

A fully automated workflow allows for the implementation of IFRS9 calculation in two weeks. The Expected Credit Loss(ECL) calculation process is pulled into a central analytical platform for accurate and auditable data validation.

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Anchor Point Risk IFRS9 calculator Tool user interface (UI)
PD Term Structures
PD

PD Term Structures

Ensure consistent risk assumptions across organisation, with the ability to use one point-in-time PD across all modules of the Cyte Suite.

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Anchor Point Risk IFRS9 calculator Tool user interface (UI)

Risk Suite support services

Cyte provides an end to end implementation and support process specific to the APRS modules selected and tailored to business needs.

Documentation and demonstrations

Documentation and demonstrations

Stakeholder engagement and training

Stakeholder engagement and training

Technology implementation

Technology implementation

Integration support

Integration support

Impact assessment

Impact assessment

Other benefits include:

Anchor Point Risk benefits: Data benchmarking

Data benchmarking

Cost effective and easily accessible benchmark data which is both credible and tailored to our client need.

Anchor Point Risk benefits: Data availability

Data availability

Robust datasets are available from APRS for corporate, SME, public sector and banking clients, facilitating the calculation of ECL, discount rates and other parameters in these sectors.

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