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Development of Credit Risk Rating and Scoring Models

Credit Risk Ratings enable unique language for addressing credit risk exposure within an organization and, increasingly, with parties outside the organization. As such, they are core of the wide range of credit processes from loans origination to monitoring and workout and are built in the regulatory risk models. Deloitte can help you whether you need development in IFRS9, Basel or managerial framework

How Deloitte can help?

We provide support in assessment of the credit quality of a borrower and diverse risk factors to indicate the default probability of the borrower by development of application and behavioral scoring models for mortgage loan, credit card and personal loan segments as well as rating models for SMEs, Corporates and Financial Institutions.

We are here to be confident support in:

  1. Development of Rating and Scoring Models for IFRS9, Basel and managerial purpose. Special focus on clients’ segments (Corporate, SME, Private Individuals, Project Finance, Financial Institutions) and product’s types (Working Capital, Investment Loans, Multi-Purpose Lines, Credit Cards, Overdrafts, Mortgages, Consumer Loans, Agriculture loans, Contingent Products).
  2. Rating Policy and Model Development Methodology - Application models, Behavior models and Expert models (Risk Differentiation, Risk Quantification, Calibration/Recalibration, MoC Estimation, Good and Bad Years and Downturn analysis, Model Theory, Target Segmentation, Variables Estimation, Model Estimation).
  3. Credit Models Maintenance assessments and improvements.
  4. Business Requirements of the Models and Technical Specification.
  5. Design of Rating Model Prototype and Development of Application Solutions.
  6. Model Monitoring and Methodology.
  7. Integration with other Credit Risk Systems.