Consulting solutions

Credit Risk Modelling

Institutions carry regulatory and provisioning risk when credit models are outdated, undocumented or never independently checked. We build and validate models against IFRS 9 and Basel expectations.

What we deliver

Our offer

  • IFRS 9 and expected credit loss models
  • PD, LGD and EAD model development
  • Credit scoring systems
  • Independent model validation and challenger models
  • Model monitoring
  • Credit portfolio analytics
  • Basel capital model support
What you gain

Benefits

  • Provisioning that reflects actual portfolio risk, not outdated assumptions
  • Fewer audit and regulator findings on model governance
  • Faster board and regulator sign-off with a documented, defensible model
  • Reduced reliance on external validators for repeat annual checks
How we do it

Built around your data and process

We start with your data and existing methodology, not a template. Models are built or validated against your portfolio, back-tested, documented to audit standard, and handed over with full model documentation your team maintains.

01

Assess

Clarify the problem, systems, data and governance context.

02

Design

Shape the solution around your operating reality.

03

Deliver

Build, test against real cases and document.

04

Embed

Hand over, train your team and agree follow-up.

Build the skill in-house

Related training

Prefer your team to build and run this themselves? These programmes teach the method.

Request a proposal

Tell us about your credit risk modelling needs. We reply with a scope and a price.

Request a proposal