What would most concern a credit risk analyst has within commercial banking?
Having access to reports on Potential Future Exposure on a portfolio of FX products
Having access to reports on loan origination and credit limit utilization
Having tools to validate the market risk factors for scenario generation
Having tools to report on wrong-way risk in the trading book portfolio
Correct answer: B
Question 2
Which bank has successfully applied the Integrated Market and Credit Risk solution to provide pre-deal CVA measures to the front office?
Nedbank
Scotiabank
Citigroup
Bank of New York Mellon
Correct answer: B
Question 3
What is a key value proposition for the Strategic Business Planning solution?
Provides a central and single view of the customer, control over the entire credit sanctioning, approval and activation process
Correlates risks through integrated stress testing which prepares the bank for market-wide stress situations
Runs RiskWatch-based calculations to ensure consistency across all calculations and risk areas
Takes a "top-down" view that aggregates pre-calculated results from multiple risk systems (Algorithmics. IBM.in-house. other vendors), providing risk and return analysis