Metis

Metis - Credit Portfolio Management Tools

Metis evaluates existing portfolios, on the bank’s balance sheet and helps assess the new origination guidelines, dividend policy and distribution strategy in the context of the changing regulatory (IFRS9/CECL and Basel IV) and macro-economic environment. The typical users are in charge of portfolio analytics and making strategic decisions.


Purpose

  • Steer the existing and future composition of banks' loan portfolios;

  • Optimize banks' return on capital;

  • Help meeting minimum capital levels under different macro economic scenarios;

  • Define distribution strategy in function of planned new production and dividend policy;

  • Align the asset and liability side of the balance sheet in the most optimal way to meet MREL/TLAC and liquidity requirements;

Functionalities

  • Insights into public historical data on portfolio and bank level of several banks;

  • Projected development of current and new assets to be originated in future periods;

  • Visualization of several risk indicators for existing and newly originated assets under different macroeconomic scenarios;

  • A view on the different types of losses incurred on the portfolio (Basel ECL, IFRS9, CECL etc.);

  • Insights into the effects of input configurations corresponding to capital portfolio management strategies on the profitability and capital reserve of the bank;

  • Visual presentation of the impact of several macroeconomic scenarios on PD indices for portfolio configurations based on country and asset class;

Installation


Metis is developed using open source software and deployed within the RStudio Connect online server environment of OSIS. The tool is deployed in the cloud and accessed online through the browser. The user is not required to install the software locally.

We would welcome the opportunity to discuss your requirements and see how we can assist, please email jeroen.batema@os-is.com or contact him on +31 70 32 60 370.