PRO-CR - Credit Rating
Does your rating follow the Basel II guidelines and is the quality of your rating system optimized?
Are your rating processes able to easily adapt to market changes?
Do you have the capability to simulate stress testingstress testing
Prüfen der Reaktion eines Modells auf Variation von Eingangsparametern scenarios and undertake proactive measures?
Risk based pricing in credit rating!
Flexibility and anticipation of market changes are key factors for a successful credit business. PRO–CR Rating is a powerful solution to efficiently:
- Develop rating models for new credit businesses
- Validate and calibrate existing models (benchmarking)
- Develop error-minimized rating models
- Analyze different risk scenarios (stress testingstress testing
Prüfen der Reaktion eines Modells auf Variation von Eingangsparametern) - Determine individual, risk related pricing
Key features
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Benefit
- Rating models with optimized quality
- Transparency of financial implications of different risk strategies
- Integrated stress testingstress testing
Prüfen der Reaktion eines Modells auf Variation von Eingangsparametern - Full audit trail
