Credit concentration risk

A simple to use, repeatable, real-time approach for gaining a better understanding the credit concentration risk within your portfolios.

Credit concentration risk arises from an unequal weighting of loan amounts to single, or groups of, counterparties.

Our credit concentration risk product is recognised by our clients as a truly cost effective and compliant alternative to internal build or external consultancy services.

  • Reduce cost – assess and validate pillar 2 credit concentration risk in real-time
  • Reduce risk – apply our regulator recognised approach
  • Gain control – move beyond pre-defined add-ons that may be less relevant to your business model and adopt more sensitive geographic, single name and sector categories.

Easy to implement

No IT change required – we deploy using our secure software as a service (SaaS) approach.
No GDPR implication – no need for you to share personal identifiable customer information.
Save on OPEX  – the elanev Credit Concentration Risk Model removes the need for internal model build and maintenance, helping you to keep associated costs to a minimum.

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Experience the benefits of the elanev Credit Concentration tool for yourself. Contact us to arrange for a no obligation demonstration. What’s more, you could be live with our full service within a week.

Frequently asked questions


What is elanev Credit Concentration? elanev Credit Concentration is an online tool designed to help you assess the capital associated with credit concentration. Credit concentration can arise from an uneven distribution of exposures to borrowers as well as uneven distribution of exposures to particular sectors, regions, industries or products.

Why would I use elanev Credit Concentration? For example use elanev Credit Concentration to help you to:
1. assess capital needed to cover a concentration in exposures under pillar 2 capital adequacy regulatory requirements
2. better understand the inherent diversification, or otherwise, in your product portfolios and business

How is it accessed? elanev Credit Concentration is accessed via our secure online portal. We provide you with a simple template to capture the portfolio characteristics. Upload the template and get a detailed report returned in real-time. The report contains capital estimates, commentary and insights. Repeat the process as often as you like as the model is available 24x7x365.

What about our data? We do not store or back-up your data. It is only used to run the model.

Why should we use a model? Regulation requires firms to assess their credit concentration related capital position as part of their ICAAP process. The use of a model rather than a simple regulatory formula will give a more accurate and potential capital efficient calculation of credit concentration risk.