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Rating and Scoring Models and Methods

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.

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:

• Development of Rating and Scoring Models for clients’ segments (Corporate, SME, Project Finance, Financial Institutions) and products’ types (Credit Cards, Overdrafts, Mortgages, Consumer Loans, Agriculture

• Rating Policy and Model Development Methodology development, implementation and verification application models, behavior models and expert models -model theory, target segmentation, variables estimation, model estimation.

• Design and implementation of business requirements and technical specification of the models and tools

• Design of Rating Model Prototype and development of application solutions

• Model Monitoring and Validation Methodology

• Integration of rating and scoring models with other Credit Risk Systems

• Macroeconomic modelling of risk parameters.



Nebojša Nikolić PhD, CFA, FRM

Nebojša Nikolić PhD, CFA, FRM

Director, Risk Advisory

Nebojša joined Deloitte in 2022 as a Director in Risk Advisory in Belgrade’s office. His career started in 2006 as Risk Management consultant. In parallel to consultancy, he developed his academic car... More