Credit Risk Management

• Rating and scoring models - appraisal of the credit portfolio and clients solvency, a segmentation to meet the needs of active marketing, behavioral scoring
• Credit processes
• Monitoring systems
• Software

Our expertise and added value for you

• Development, calibration, and validation of powerful rating and scoring systems
• Loss given default and conversion factor estimations
• Higher efficiency of the recovery processes
• Compliance with the Basle II requirements
• Credit risk portfolio modeling and economic capital allocation
• Database solutions and process workflow support
• Risk reporting on portfolio and single transaction base