Our cloud solution for greater sustainability in bank management
Whether through the ECB climate risk stress test of 2022 or the new requirements of the 7th and 8th MaRisk amendments, climate stress tests have become an integral part of the financial sector's stress testing programme.
Our solution, msg.CST, enables you to integrate climate risks into your stress test and your own system landscape quickly, comprehensively and using the latest cloud technology.
Dennis Braasch - Senior Sales Manager, msg for banking ag
‘With our new climate stress testing software, banks can accurately assess climate-related risks in their loan portfolios.’
Our software at a glance
- Modular structure with use cases for physical and transitional risks
- Explainable models based on different scientific scenarios
- Low data requirements on the part of the software
- Existing credit portfolio models can be maintained through PD and LGD stress
- Cloud-based SaaS offering with lucrative entry-level prices and managed services
Download the product brochure now and learn more!
The future of the financial sector – understanding and effectively managing climate risks with msg.CST.
msg.CST functionalities: Services and tools at a glance
Physical risk
Risk analysis
Analyse the physical risk and associated price shocks for your collateral portfolio.
Physical risk
Loss given default stress
Calculate loss given default stress (LGD shift) based on price shocks caused by physical risks at the individual transaction level.
Transitory risk
Default rate stress
Determine the appropriate climate scenario and the resulting transitional risk for your institution and analyse industry-specific default rates (PD shifts).
Customer references and project examples:
Climate stress tests have already been carried out several times using msg.CST. The software determined institution-specific default rates (PD shifts) for the respective loan portfolio.
msg.CST as Software-as-a-Service
Software and service package from a single source. Our cloud-based solution enables seamless integration into your IT and process landscape. Strengthen your risk management now!
Lucrative entry-level prices, based on the number of users and company size.
Taking over user administration and other IT tasks to manage resources and capacities efficiently.
Advanced security measures and regular updates increase the protection of sensitive data.
Efficient and reliable analysis of extensive credit portfolios.
Automated updates and maintenance to reduce the workload on your IT department.
Quick deployment thanks to reduced implementation time.
Customer references and project examples:
In spring 2024, we conducted a comprehensive risk analysis for a credit institution in Germany. In the process, msg.CST determined around 80,000 risk levels and the corresponding price shocks for the bank's loan portfolio.
Download the product brochure now and learn more!
The future of the financial sector – understanding and effectively managing climate risks with msg.CST.
Fabian Eska - Senior Business Consultant, msg for banking ag
Climate risk drivers can exacerbate traditional financial risks and existing vulnerabilities to credit and market risks.
Your contact persons
at msg for banking, he advises financial institutions on sustainable banking, bank and risk management, including regulatory requirements.
As Lead Sales Manager at msg for banking, he advises and supports customers in the area of cost calculation. His main areas of expertise are data analytics, business intelligence, and risk management.
designs and is responsible for software solutions in the area of sustainable finance at msg for banking, thereby helping to shape the sustainable future viability of banks.