Services
Solutions Overview
Retail Credit Risk
Market Risk & Anti Fraud
Financial modeling
Technologies we offer
"If a man goes into business with only the idea if making a lot of money, chances are he won't. But if he puts service and quality first, the money will take care of itself. Producing a first-class product that meets a real need is a much stronger motivation for success than getting rich."
Joyce C. Hall (1891 - 1982) Hallmark, Inc.
Retail Credit Risk
The increased risk of bank activities on international level led to the need for advanced supervision. Since 1988 the rules of capital moderation (Basel Capital Accord - BCA or BASEL I) included only minimal capital requirements (capital moderation 8%) for covering loses from loan risks.
However banks in real life have to face much signigicant risks that may cause even greater losses. In 1996 a supplemental to BCA was issued extended by market (share, accruals, foreign currency and commodity) risks and gradually it was accepted all over the world.
Services we offer:
- Data quality management and Key performance indicators definition
- Design, Development and Implementation of the ETL within the IT architecture
- Design and development of the Application and Behavioural score cards
- Integration of the Retail Credit Risk solutions
- Validation of the stand alone business and IT solutions (Day past due counter, Collateral management system)
- Active portfolio management
- Basel II parameters calculation engines (RWA, LGD, Correlations), Parameters validation and estimations