riskparameters.eu
riskparameters.eu

Consulting

Scorecards and PD Models

  • Data Mart Integration and Structuring
    • Default Definition and Detection
    • Derivation of Characteristics
    • Data Mart Documentation
  • Scorecard Segmentation and Modularity Analysis
  • Scorecard Development for Various Purposes
    • Application Scorecard Development
    • Fraud Scorecard Development
    • Behavioural Scorecard Development
    • Collection Scorecard Development
  • Scorecard Development for Various Portfolios
    • Consumer Loans
    • Car Finance
    • Home Loans
    • e-Commerce and other Sales Finance
    • Commercial Loans
  • Alternative Model Types
    • Tree Models
    • Neural Network Models
  • Scorecard and PD Model Validation

LGD and CCF Models

  • LGD Model Development for Various Portfolios
  • Definition of LGD Model Structure
  • LGD Model Development for Overall LGD or Components
  • LGD Models for Defaulted and Non-Defaulted Exposures
  • Estimation of Cure Rates / Development of Cure Models
  • Estimation of Unsecured Portion Collection Rates / Development of Collection Models
  • Estimation of Collateral Recovery Rates / Development of Recovery Models
  • CCF/LEQ Model Development
  • LGD and CCF Model Validation

Risk Reporting and Model Monitoring

  • Rating System Validation Reports for Supervisors
  • Model Monitoring Reporting Applications
  • Cohort Analyses and Other Default and Loss Reporting

Model Deployment and Usage

  • Early Deployment Validation
  • Approval Strategy Analysis (Cutoff)
  • Score-Based Early Warning Systems

Fraud Analysis

  • Fraud Scorecards
  • Sales Channel Fraud Monitoring / Early Warning
  • Automated Fraud Series Detection
  • Fraud-Network Analysis
  • Anomaly Detection
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© Hendrik Wagner