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.
SA SME Risk Model is a BASEL II compliant SME model for South Africa. The purpose of the model is to assess the default risk of Small Medium Enterprise (SME) Corporate and Corporate customers in South Africa.
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Moody’s KMV RiskCalc is a BASEL II compliant SME model for Africa and Emerging markets. The tool uses a network of country-specific models linked with Moody’s methodology and benchmark data. With this approach, RiskCalc provides the most effective way to capture default risk factors in Africa and Emerging markets.
Enquire about this productEnquire about this moduleGlobal Corporate Model is a BASEL II compliant Global SME model. The Global Corporate model is a risk calculator, which allows the user to efficiently obtain a supportable credit rating for large corporate exposures.
Enquire about this productEnquire about this moduleThe Pricing tool is used for the pricing and valuation of unlisted debt instruments as well as financial guarantees.
It is supported by the RiskCalc and the PD Term Structures provided in the suite of products.
The results from the Pricing tool can be used to price new debt issues or value existing unlisted debt instruments.
IFRS 16 Lease Tool utilises the credit risk and pricing measures to calculate the following:
- Incremental borrowing rate (‘IBR’) calculation
- Lease Liability (Including amortisation table with interest charge)
- Right-of-Use Asset (Including schedule for accumulated depreciation & depreciation charge)
The financial statement capture module allows the user to load financial statement information (annual financial statements, interim accounts, management accounts etc.), used by the Risk Calculator module, to rate SME Corporate and Corporate entities.
The technology allows the user to upload financial information using multiple approaches:
- OCR Scanning
- Upload using pre-defined Excel input template
- Manual capture of financials
The Risk Calculator and Global Corporate Model is then able to access the financial statement information directly.
The IFRS 9 tool is for the calculation of the IFRS 9 expected credit loss for a portfolio of financial instruments.
Using a pre-defined upload template and financial data from the client, the tool can efficiently run large quantities of ECL’s in a short period of time.
The tool is suitable for all types of portfolios such as Wholesale/corporate portfolios, Retail portfolios, Related party loans and so forth.
The results can be exported to excel for ease of inclusion in working paper documentation.
The PD Term Structure ensures consistent risk assumptions across organisation, with the ability to use one point-in-time PD across all modules of the Credit Risk Suite. The PD Term Structure can be saved by period and scenario.
Enquire about this productEnquire about this moduleCyte provides an end to end implementation and support process specific to the APRS modules selected and tailored to business needs.
Cost effective and easily accessible benchmark data which is both credible and tailored to our client need.
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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