top of page
DSC_0068 white crop_cut.jpg

Credit risk models that work

We design, develop and support credit scoring, PD, LGD and EAD models aligned with global best practices and ready for audits and regulatory reviews (Basel, IFRS 9).

​​

✔ Defended before auditors & regulators

✔ Retail & SME portfolios;
✔ Bureau, transactional & alternative data;

✔ Explainable & production-ready.

Who We Work With

Logo 1_edited_edited_edited_edited.jpg
Logo 2_edited_edited.jpg
Logo 4_edited_edited.jpg

What We Build

Logistic (main page).jpg

Credit Scoring & PD Models

Default prediction & credit decisioning

​

  • Application & behavioural scorecards

  • Retail, SME, corporate portfolios

  • TTC & PIT calibration

  • Explainable, regulator-ready

 

Used for: approvals, limits, pricing, IFRS9, ICAAP

Tree (main page).jpg

LGD & EAD Models

Loss estimation & capital accuracy

​

  • Cash-flow & recovery-based LGD

  • Downturn adjustments

  • EAD for revolving & non-revolving products

 

 

Used for: IFRS 9, Basel IRB, capital optimisation

Сеть разных людей

Fraud & Collections Models

Loss prevention & recovery efficiency

​

  • Fraud detection (application & behavioural)

  • Collections & roll-rate models

  • Early warning & triggers

 

 

Used for: fraud reduction, NPL management, cash recovery

bottom of page