Case Study: DZ HYP achieves a centralized IRB‑compliant rating platform and major cost savings with ACTICO's Credit Risk Management Platform

German real estate bank DZ HYP leverages the Credit Risk Management Platform as a centralized rating system

DZ HYP, a leading German real estate bank and major Pfandbriefe issuer, needed a centralized, IRB‑compliant rating platform to integrate internal PD and LGD models across CRE, corporate, SME and retail portfolios, offer a Rating‑As‑a‑Service to cooperative members, and connect with its core banking systems. To address this, DZ HYP engaged ACTICO and deployed the ACTICO Credit Risk Management Platform.

ACTICO implemented a centralized rating system that consolidated roughly 15 internal models on the Credit Risk Management Platform, delivered a graphical drag‑and‑drop rule editor for in‑house model maintenance, and integrated Monte‑Carlo cashflow calculations and upstream core banking data. The solution produced considerable cost reductions, fast execution of complex ratings, regulatory compliance (CRR/CRD, BCBS, GDPR), centralized risk data for impact analysis, and enabled member banks to create ratings using DZ HYP’s methodology.

DZ HYP

Stefan Krohnsnest

Head of Risk Controlling