Credit Risk Analytics

Value: Reduced risk exposure, reduced default.

Credit Risk is the risk of default on a debt that may arise from a borrower failing to make required payments. Lending money is a business fraught with risks and there is no guarantee that you will get all your money back. If the counterparty defaults or if their credit quality deteriorates, the loan will become riskier.

Credit Risk Analysis helps mitigate business loss by understanding a bank’s capital adequacy and loan loss reserves at any given time. Effective Credit Risk Analytics  & Modeling can not only help your business meet regulatory requirements but also anticipate any disruptions to cash flows.

Our experts can help with:

  • Credit scoring
  • Development, validation, calibration and implementation of Probability of Default (PD), Loss Given Default (LGD), Value at Risk (VaR) estimation & forecasting, Low Default Portfolio (LDP) and Non –LDP portfolios.
  • Correlation modeling & estimation, validation, implementation of prudential regulation.
  • Portfolio Risk Management including modeling & validation of key risk drivers for loss & other credit risk analysis measures.
  • Stress testing of existing credit risk analysis modeling concepts.
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