ICAP Risk.Profiler is an independent platform linked to the Bank’s internal systems where the user can import and process financial and qualitative data in order to execute credit risk assessment. It classifies the customers according to their Credit Risk Profile, increases the efficiency of the end-user and monitors customer performance.
The platform produces automated reports for evaluation and management of credit risk.
ICAP has significant capabilities to support market participants across all stages and activities in NPLs management. With a cumulative experience of 55 years in business planning, restructuring, assessment and evaluations, and unique domain knowledge in credit risk, data management and analytics, provides to the NPL Ecosystem a unique services portfolio supported by data, advanced analytics and advisory services forming a 360 services portfolio.
By combining Bank data & ICAP data (financial, behavioral, trade, sector) and applying advanced analytics and statistical methodologies, ICAP delivers deep insights, segmentation and ordering of non-performing portfolios including affordability per debtor.
Based on the Portfolio Insights the Bank can decide the strategy to follow:
Hold and Restructure viable cases which can become performing. ICAP has extensive experience in:
A change of exposure type is an NPL Management option which ICAP supports by providing consulting and expert due diligence services on:
A segment of the portfolio assessed by the ICAP methodology will be candidate for sales and/or write off. ICAP provides advisory services supported by data management and technology services to:
The above services can be supported by Legal services (optional) ICAP provides through specialized legal firms, partners of ICAP:
Investors and Servicing firms. Additional services for Servicers and Investors:
The third pillar in the NPL Ecosystem are the firms/ debtors which have been diagnosed as viable. For those firms ICAP and BOARD SA a Partner of ICAP, provide turnaround management services such as:
Our team of experts in Greece focusing on NPLs combine skills from financial services, credit risk assessment, operational improvement, cost optimization, transactional and tax advisory and provide workable and practical solutions and services addressing NPL management.
Our Regulatory Liquidity solutions and services are fully compliant with international regulatory requirements and covers:
Our software solutions are able to integrate all risks to produce the
EBA Stress Testing Template and are consistently updated to comply with new Regulations.
Managerial Liquidity software module is an essential tool for representing ongoing liquidity exposures and applying multiple stress scenarios to test banks’ capacity to survive. It allows users to finely select portfolios on which to apply each type of stress, such as stress on asset market values, on haircuts, on rollover of funding, on rollover/extension of lending, etc.
The software enables users to configure the duration and intensity of each stress, along with the composition of rollover in terms of maturities. The solution is able to run several stress scenarios in the same session, which enables to easily grasp the impact of alternative scenarios on Liquidity indicators
The IRRBB software module covers both Earnings and Economic Value perspectives. The software allows to graphically set shocks scenarios on interest rate curves for Net Interest Income and EV Sensitivity, such as parallel shocks, steepening, stepup, etc. It enables to easily grasp the impact of behavioral models and alternative shock scenarios on IRRBB indicators.
The solution accurately calculates repricing cash flows and discounting factors at single-deal level and then aggregates them at reporting level according to user-defined time bucketing structures and analytical dimensions.
ICAP Management Consultants design and implement with leading software platforms advanced Management Information Solutions for Banks. Our Banking Experts design with the Bank the information framework and our technology experts design and deliver the software solutions.
Furthermore, together with our leading Partners we provide advanced data driven business intelligence solutions such as: A fully-fledged simulation solution integrating ALM, Liquidity, Credit Strategies and Performance Analyses by consistently projecting all indicators: LCR, NSFR, Gaps, Margin, FTP, RWA and Capital.
The software constitutes the essential tool for supporting budgeting, fund and strategic planning in order to find the optimal balance between Risk and Profitability, while anticipating the corresponding impact in terms of Compliance with RegulatoryRequirements. It uses customized trees enabling multiple waterfall logics to insert strategies on new volumes and spreads, with “cascading” mechanism on the lower hierarchical levels.Our software solutions offer several Reporting Tools fitting all purposes:
The Reporting solution represents both contractual & behavioral profiles. While the Pivot Reporting solution enables to interactively change dimensions, hierarchies, filters and buckets. The Dashboard Builder module allows users to add calculated values based on available indicators.