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Business Associates

We pride ourselves on using innovative statistical and business modelling techniques to help our clients solve their more difficult challeges in the area of credit risk and portfolio management. Some examples of recent projects include:

  • Developing Basel II PD models for smaller Building Societies with few defaults available for statistical modelling;
  • Developing lifetime loss models, incorporating economic history data;
  • Validating Commercial lending models to a PD scale where there has been only limited defaults;
  • Calibrating Housing Association portfolios to the Slotting Model approach under Basel II.

Our expertise covers problem solving in many areas. Typical are:

  • Affordability and Indebtedness
  • The role of the risk function
  • Bad debt provisioning
  • Credit Strategy Design
  • Setting of optimum credit limits
  • Risk-based pricing
  • Design of experiments
  • Monitoring/Validation of scorecards and all Basel II moddels
  • Scorecard Development
  • Basel II model development
  • Application processing systems
  • Behavioural strategy systems
  • Credit data warehousing and data marts
  • Use of credit bureaux data
  • Portfolio valuation
  • Risk/Reward modelling
  • Lifetime Value and Lifetime Expected Loss modelling
  • Data Mining
  • Collections strategies

Our experience working within banks and for consultancy companies makes us well placed to offer best of breed advice.