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Videos

CMOL Video 01- Quick Overview on Financial Risk

ROV BASEL CREDIT, MARKET, OPERATIONAL, LIQUIDITY (CMOL) RISK SOFTWARE is an IT solution developed to perform a comprehensive analysis for banks based on Basel II and Basel III requirements on credit, market, operational, and liquidity risks.

CMOL Video 02- Credit Risk

Applies Basel II/III requirements on credit modelling (residential mortgages, revolving credit, wholesale corporate and sovereign debt, and miscellaneous credit), computes Regulatory Capital (RC), Risk-Weighted Assets (RWA), and Economic Capital (EC), given inputs such as historical default data to compute Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).

CMOL Video 03- Market Risk

CMOL (Market Risk) allows user computing Gross Value at Risk (VaR) and internal simulated VaR with various holding days and VaR percentiles. This includes also Central Banking Methodology

CMOL Video 04- ALM Risk

CMOL (ALM Risk) Asset Liability Management modelling approaches to compute Liquidity Gap, Economic Value of Equity (EVE), and Net Income Margin (NIM) based on interest rate risk and liquidity risk, with stress testing and scenario analysis., and incorporates them into a simple-to-use and integrated software application used by small and midsize banks. It simplifies the risk-based Basel II and Basel III requirements providing to managers, shareholder and stakeholder powerful analytics with user-friendly results and compliance reports.

CMOL Video 05- Credit Models

CMOL Advanced Credit Models provides structural, time-series, portfolio, and credit models on estimating PD, EAD, LGD, credit exposures, options-based asset valuation, volatility, debt instrument valuation, Credit Conversion Factors (CCF), Loan Equivalence Factors (LEQ), and a myriad of other models, and incorporates them into a simple-to-use and integrated software application used by small and midsize banks. It simplifies the risk-based Basel II and Basel III requirements providing to managers, shareholder and stakeholder powerful analytics with user-friendly results and compliance reports.

CMOL Video 06- Operational Risk

CMOL Operational Risk takes multiples decision methodologies (BIA, TSA, ASA, RSA, AMA) to estimate Operational Capital at Risk, and incorporates them into a simple-to-use and integrated software application used by small and midsize banks. It simplifies the risk-based Basel II and Basel III requirements providing to managers, shareholder and stakeholder powerful analytics with user-friendly results and compliance reports.