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 Karakoulas [41KB]