Banks:
Credit Early Warning
Our Solution
New Gen Forward Intensity Model provides daily-updated + forward-looking + multidimensional view of an entity’s credit worthiness.
Comprehensive analytics that includes entities’ credit quality moving trend & its relative position in the industry.
Fully automated workflow with standardized data pipeline, self-operating calculation engine and intuitive user interface.
Customizable solution with white glove service, tailored to client’s portfolio and risk appetite.
Our Strengths
Our early warnings withstand the test of time. For instance, our model captured signs of credit deterioration for Silicon Valley Bank 12 months before default.
Acknowledged by our clients, our model achieves high Accuracy Ratio globally, with a significant 36% advantage in APAC & emerging markets.
A built-in intuitive mechanism is provided for clients to identify the causes for credit deterioration. The signals therefore can be easily validated.
Our model overcomes the challenges of default scarcity and multicollinearity in the risk factor selection process, faced by traditional models that dominate the market.
Our Approach
Traffic light system + risk rankings + implied rating
visualize the credit quality of a company
PNG images & CSVs:Tables
deliver highly granular analysis
On premise system deployment
seamlessly integrates with existing workflow in a sustainable manner
Past, present and future default rates plotted
to enable risk identification at a glance
Risk factor sensitivity analysis
predicts the impact of risk factor changes on credit worthiness
Solution Customized in 6 Months for Advanced Requirements
