CO-R Application

Our CO-R consists of

• a maintenance mask to define the rules of the hair cut allocation and
• the daily process of the mark-to-market analysis to define the base hair cut.

CO-R based hair cuts are used as a figure to calculate the advance value of collateral in the credit application TEMOS. Consequently after the end-of-day calculation credit administration and client advisors have sophisticated tools available to monitor risks and make competent risk decisions.
The criteria used in the matrix need to be maintained by the administrator of CO-R. Changes or the intergration of new layers of the matrix (new decisions) can be done timely and flexible. The maintenance is built up user friendly.

Example of the first step in the matix - First question in this example is to make sure, that a security has an offical price, than the security needs to be allocated to the accurate product group. Consequently the more detailed matrix layer (e.g. for bonds, shares, funds) needs to be opend to follow the process of hair cut allocation. Several more layers are possible until on the last one, the hair cut (value) finally gets allocated.

Example: desicion matrix for shares

Example: extract of the last decision layer of the matrix 'shares'.

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