Our risk models are coupled with advisory services to ensure you get the most from your investment. Leverage award-winning credit risk modeling services #BUILDING CREDIT RISK ENGINE SOFTWARE#Whether your needs are stress testing, credit loss reserving, risk rating, or valuation, we deliver software and services that position you to comply with current regulations. Our team of credit and modeling experts remains attuned to the ever-changing regulatory landscape, and our solutions reflect the latest requirements. Gain support for your regulatory compliance program Our award-winning "off-the-shelf" models produce probability of default (PD) or expected default frequency (EDF™), loss given default (LGD), and expected loss (EL) credit measures at a loan level, delivered to you through user-friendly applications to meet the needs of your institution. Our credit risk models are built with a wide range of applications in mind, including loan origination, risk ratings, credit loss reserving, stress testing, risk-based pricing, portfolio monitoring, and early warnings. Our credit risk modeling is backed by our experienced advisory and client service teams who can assist you with training, implementation, applicability testing, validation support, and getting the most from your investment. In addition, we perform model customization, validation, and benchmarking. #BUILDING CREDIT RISK ENGINE FULL#Capable of advanced risk parameter estimation of PD, LGD and EAD for Basel II advanced approach credit risk capital calculation.Įnables the bank to allow retail customers a web-based self-service scoring form which can be integrated with the desired workflow process.Our models cover the full spectrum of credit risk, including retail, commercial and industrial, commercial real estate, and structured finance. Menu Driven Interface with user friendly GUIĮnables a menu driven interface for development of Rating model framework through business-user friendly graphical user interface.Ībility to generate user defined credit dossiers as well as standard transition matrix and migration reports coupled with an extremely powerful and flexible menu driven tool enabling the business user to configure ad-hoc reports allowing any level of slicing, dicing, filtering and drill-down analysis across a variety of dimensions such as counterparty, products, industries, business segments, ratings to mention a few.Īdvanced Basel II concepts and Model ValidationĬapability to define and include model driven and calculated risk drivers such as PD, LGD, complex transformation rules, weights and lookups at multiple levels in any form required by the business rules governing the bank’s credit decision making process. Complete flexibility in defining optional rule based linkages of individual model Grade Scales to Master Rating Scale.Ĭapability to configure facility risk evaluation workflow process by linking multiple rating models and instances to produce a facility or transaction rating giving the institution capability for integrated credit evaluation output for different facility dimensions like industry, obligor, security / facility level rating to arrive at the final ratings / risk scores based on master rating scale. Highly flexible architecture allows configuration of multiple interdependent algorithms for adjustments to rating scores to arrive at the final rating including judgmental overrides.Įnables development of multiple Grade scales with specific definitions or categories of risk. Flexibility in assigning scores and weights to model defined parameters as defined by the business rules of the model. Provision to maintain counterparties and model any type of related quantitative and qualitative information in user defined formats.įlexibility to host multiple risk rating models and scorecards – application and behavioral PD and LGD - for rating Obligor / Facility / Industry / Product / transaction. It uses a proprietary concept - Fact Sheet – which can be effectively leveraged for capturing financial spreads, calculating ratios and building quantitative, qualitative information, evaluation parameters, scorecards and models, based on business user requirements.Įnables flexible customer information and input formats which can be defined by the business users and used for data capture for modeling.Įasy user defined customized validation checks for business rules to financial and quantitative information spreading template to ensure correctness of input data at the end user level.Įvaluation parameters – whether quantitative, qualitative or transformed - can be intuitively constructed by the modeler. Enables flexible financial statement formats for sophisticated financial analyses for the obligation.
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