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xCRMS - xQuant Credit Risk Management System

Introduction

xCRMS, the xQuant Credit Risk Management System, is developed for the financial institutions to build a robust framework of credit risk management. Based on the demanded by CSRC, CBRC and other regulatory authorities, it supports centralized customer management, business management, credit management, credit risk measure-ment and stress testing for counterparties and guarantors in various business lines such as: financing, bonds, derivatives, investment banks and non-standard.

Applicable Companies And Departments

Brokerage firm

Risk management department

Fixed income department

Capital department

Asset management department

Credit business department

Investment banking department and subsidiaries, etc.


System Features

Comprehensive business coverage
The system covers all credit-related businesses of brokerage firms, including bond investment, non-standard investment, derivative investment (interest rate swap, gold leasing, OTC options, etc.), securities margin trading, stock pledge, agreed repurchase and other credit risk-related businesses.


Centralized customer/business management
With the uniform customer identification engine, the system can uniformly recognize, identify and manually suspect all the customers of the group, and realize the uniform management of the association relationship such as that for the consistent actors and the actual controller through the industrial and commercial enterprise mapping data. According to the uniform business division rules within the company, in combination of internal rating, measurement, position and other data, the system could generate the data such as the uniform business credit risk view, the uniform customer credit risk view, and the single business credit risk view, etc.


Standardized interface
The system provides standardized data interfaces for the uniform customer data, limit amount, measurement results, etc., and can flexibly exchange data with internal systems. It also supports access to the credit-related business data in the systems of multiple entities, including Hundsun, xlR, Shenzhen Kingdom, Apex Software, Haiyi, Rootnet, and Tongyu-quant, etc.


Multi-dimensional/all-round credit warning
The system provides a complete early warning system concerning public opinion, industry, region, local government, risk limit and business limit; and the three-dimensional early warning system meets users' risk management preferences, and could help users realize early warning and avoidance of risks.


Multi-directional/multi-level limit management

The system supports a multi-dimensional limit management system, with which the users can manage business limit from multiple dimensions such as region, industry, single subject (issuer and counterparty), single business (bond investment, debt plan, trust plan, etc.) and credit rating (such as AAA, AA+, etc.) to prevent concentration risk.


Professional credit risk measurement/stress measurement model
xQuant Research Department has the industry-leading research ability in the aspects of economic capital measurement and stress test algorithm, and has successfully incorporated the research results into products, realizing the economic capital measurement and calculation of the full credit risk business of brokerage firms, as well as the multi-scenario stress test management. It has also established a risk indicator-based system with expected loss, unexpected loss, economic capital and risk-weighted assets as the core compositions, to provide support for management and decision-making.