Our comprehensive credit risk models cover retail, commercial, industrial, commercial real estate, and structured finance. Backed by experienced advisory and client service teams, we offer model customization, validation, and benchmarking, along with training, implementation, and validation support. Our models cater to various applications, including loan origination, risk ratings, credit loss reserving, stress testing, risk-based pricing, and portfolio monitoring. With user-friendly applications, our award-winning "off-the-shelf" models provide probability of default (PD), loss given default (LGD), and expected loss (EL) credit measures at a loan level, ensuring maximum utility for your institution.
Key Features
Stay Compliant with Ease
Our expert team keeps pace with evolving regulations, ensuring our solutions meet the latest requirements. Whether it's stress testing, credit loss reserving, risk rating, or valuation, our software and services are tailored to seamlessly support your compliance efforts.
Optimize Your Risk Management
Our award-winning risk models are complemented by advisory services, empowering you to maximize your investment. From training and onboarding to model configuration and validation, we offer comprehensive support tailored to your needs. Our experts also provide customization services to align models with your portfolio characteristics. Need bespoke risk measures? Our team collaborates closely with you to design, develop, and implement custom models that meet regulatory standards and internal needs.