Credit Risk Management

Advanced credit risk solutions that help financial institutions accurately measure, monitor, and manage credit exposures across all portfolios and business lines.

200+
Credit Models Deployed
99.7%
Model Accuracy Rate
50%
Risk Cost Reduction

Comprehensive Credit Risk Solutions

Our credit risk management services provide financial institutions with sophisticated tools and frameworks to effectively identify, measure, and mitigate credit risks. We combine advanced modeling techniques with regulatory expertise to deliver comprehensive credit risk solutions.

From IRB model development to impairment calculations and capital adequacy assessments, our team helps organizations build robust credit risk frameworks that support both business growth and regulatory compliance.

Advanced Modeling

Sophisticated credit risk models and analytics

Portfolio Analysis

Comprehensive portfolio risk assessment and monitoring

Regulatory Compliance

Basel III/IV compliant frameworks and reporting

Real-time Monitoring

Continuous credit risk monitoring and alerting

Our Credit Risk Services

IRB Models

Development and validation of Internal Ratings-Based models for accurate credit risk measurement and capital calculation.

  • PD, LGD, EAD Model Development
  • Model Validation & Testing
  • Regulatory Approval Support
  • Model Performance Monitoring
  • Basel III/IV Compliance
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Impairment & IFRS 9

Comprehensive impairment calculation frameworks compliant with IFRS 9 and local accounting standards.

  • Expected Credit Loss Models
  • Stage Classification Logic
  • Forward-Looking Scenarios
  • Lifetime ECL Calculation
  • Accounting Integration
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Capital Adequacy

Capital adequacy assessment and optimization frameworks to ensure regulatory compliance and efficient capital allocation.

  • Capital Requirement Calculation
  • Risk-Weighted Assets (RWA)
  • Capital Planning & Optimization
  • Stress Testing Integration
  • Regulatory Reporting
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Liquidity Risk

Comprehensive liquidity risk management frameworks including LCR, NSFR, and internal liquidity adequacy assessment.

  • Liquidity Coverage Ratio (LCR)
  • Net Stable Funding Ratio (NSFR)
  • Liquidity Stress Testing
  • Funding Risk Assessment
  • Contingency Planning
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Counterparty Credit Risk

Advanced counterparty credit risk measurement and management for derivatives and securities financing transactions.

  • CVA/DVA Calculation
  • Exposure at Default (EAD)
  • Wrong-Way Risk Assessment
  • Collateral Management
  • Central Clearing Impact
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Credit Risk Management Results

Default Prediction

95%

Accuracy in predicting credit defaults using our advanced models

Capital Optimization

30%

Average improvement in capital efficiency through optimized allocation

Processing Time

80%

Reduction in credit risk calculation and reporting processing time

Risk Mitigation

60%

Average reduction in unexpected credit losses through better risk management

Our Credit Risk Management Process

1

Portfolio Assessment

Comprehensive analysis of current credit portfolio and risk exposure across all segments.

2

Model Development

Design and development of sophisticated credit risk models tailored to your portfolio.

3

Validation & Testing

Rigorous model validation and backtesting to ensure accuracy and regulatory compliance.

4

Implementation

Deployment of credit risk models and integration with existing systems and processes.

5

Monitoring

Continuous monitoring of model performance and credit risk metrics with regular reporting.

6

Optimization

Ongoing model refinement and optimization based on performance data and market changes.

Ready to Optimize Your Credit Risk Management?

Let our experts help you build advanced credit risk frameworks that enhance decision-making and ensure regulatory compliance.