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Our Risk Management solutions aim at managing
credit risk without compromising on portfolio growth. Our predictive scorecards
do just that by curtailing default risk at different stages of lending process –
credit approval (application) stage/ ongoing repayment (behavior) stage/ collection
or recovery stage.
Scorecards
Risk Based Pricing
Basel II
Loss Forecasting
Fraud Detection
Scorecards
- Customer Origination
- Application Scorecard
- Debit Scorecard
- Customer-on-Book
- Behavioral Scorecard
- Collection Scorecard
Risk Based Pricing
Banks/FIs
are benefited by our Risk Based Pricing (RBP) solutions by pricing credit as per
default probability of an applicant. RBP is based on the prejudice of assessing
customers risk and accordingly pricing it, rather than rejecting the case or offering
normal rate.
This helps in improving the approval rate and also the overall profitability.
Basel II
- Our Basel II solution is based on the following key elements:
- A well developed
data model
- Sophisticated Analytical Capabilities to model for Credit Risk
- Segmentation
(Pooling)
- Risk Scoring
- A comprehensive MIS Suite for reporting
Loss Forecasting
With Basel II and need to meet regulatory compliance it is becoming increasingly
important for banks to have a hold on their expected losses. Various loss forecasting
models are implemented at the client -
Net Flow Rate
Vintage Curves
Score Distribution
Fraud Detection
Minimize credit fraud in retail asset portfolio by early identification
of fraudsters at the application stage itself and by identifying risky dealers &
vendors present in the process-chain. Our Fraud Scoring automates decision support
for evaluating credit-worthiness of every applicant.
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