Based on a multi-tiered methodology we provide a diagnostic system
solution for consistent, enterprise-wide tracking and validation
of credit scoring/rating models for retail and corporate portfolios.
The system enables managers to early detect model misbehaviour,
identify possible causes of such misbehaviour and take actions accordingly.
This solution allows a bank to satisfy corporate governance as well
as requirements of the Basel II Accord.
Read more about our methodology for retail credit scoring models
in a recent article in the RMA Journal:
Empirical Validation of Retail Credit-Scoring
Models – RMA Journal, September 2004, by Grigoris