Internal rating models and IRB approach

Internal rating models: the right approach for your company
Does your bank operate predominantly in corporate loans and financial services financing, or does your portfolio consist mainly of retail lending and SME loans? Do you offer project finance? Do you want to improve an existing rating system, or are you looking to build internal ratings from scratch?

• We identify and document your specific functional and technical requirements 
   
• We develop - or work closely with your experts to expand - suitable models for the calculation of regulatory and economic capital
   
• With our proven measurement techniques, you can accurately and consistently quantify your credit risk, using appropriate mathematical methods, on individual transactions or across a portfolio 
   
• Our models comprehensively and precisely cover probability of default (PD), exposure at default (EAD) and loss given default (LGD) 
   
• Consideration and accurate valuation of collateral
   
• We design and build accurate, stable, and practical solutions

Internal rating models: from analysis to implementation
Does your new rating model need to go live quickly? Are you are keen to minimize project risk? If you want to get results quickly whilst avoiding typical pitfalls, then contact us.

• We can take responsibility for the management of the entire project if desired; in accordance with either d-fine's or your own project methodologies
   
• A fully integrated project team will work with you closely; from initial analysis to full implementation 
   
• Our know-how covers all functional, technical and organizational aspects in all phases of a project: analysis, planning and conceptual design, model build, implementation and testing, migration and roll-out, user training and production support