The StatCR system is designed to support credit risk management according to the guidelines of the Basel Committee and the National Bank of Poland. The functionality of the system encompasses three groups of tasks: the calculation of capital requirements, analyses (e.g. simulations) and reporting of credit risk. 

StatCR has built in rules for determining risk-weighting assets (RWA) and calculating capital requirements using all three credit risk assessment approaches indicated in the New Capital Accord (the standardized as well as foundation and advanced Internal Ratings-Based approaches). The calculation of capital requirements is based on risk components (PD, LGD, EAD) determined by the StatScore system.

The analytical part of the StatCR system provides the means to determine the necessary portfolio risk measures and other reporting items. It also performs scenario analyses including simulations and stress-tests.

The StatCR application is capable of generating reports which show credit risk according to the NCA requirements. The system has built in templates for management and supervisory reports. A report generator with the option of creating custom templates is also available. All reports are displayed inside the application in a table form. Exporting to MS Office, OpenOffice and PDF file formats is also supported. Reports for supervisory institutions are created in the appropriate formats.