Internal Risk Ratings Module

Implement internal models of any number and level complexity

Banks and Financial Institutions are investing significant resources in the development and validation of internal models to assess credit risk (e.g. to comply with IRB-Approaches).

With the Credit Risk Platform, banks and financial service providers can deploy and integrate internal models in a flexible, workflow-enabled, fully-auditable risk rating engine.

Regulatory Compliance

Comply with all regulatory requirements for systems hosting bank-internal rating models (e.g. for IRB-Approaches, IFRS9).

Centralized Platform

Host rating models of any number and type (e.g. PD, LGD) on a centralized platform.

Real-Time Deployments

Deploy and activate new or updated rating models in real-time without tedious IT implementation projects.

Flexibly Configure Internal Rating Models
  • Configure, test and document internal rating and scoring models with a graphical drag-and-drop editor
  • Seamlessly integrate existing code or logic implemented in technologies such as Python, Java, SAS
  • Integrated quality assurance and regression testing of models
  • Ability to handle complex computational and decision-making logic
  • Put the control over rating models in the hands of the business and risk management teams

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Consistent and Streamlined Risk Rating Workflows
  • Powerful, user-friendly, web-based user interface to capture qualitative and quantitative risk factors
  • Role and group-based override and approval workflows
  • Dynamic rating search and task list management (e.g. time triggered, external data triggered)
  • Manage client hierarchies and assign ratings within client groups
Versioning and Model Governance
  • GIT-based central repository to store and manage all model versions
  • Tracking of all model changes (incl. timestamp, user id, changes)
  • Role-based and team-based security and r/w access control
  • Create branches and tag versions
  • Graphically compare model versions
  • Create new model releases and activate / deploy models for execution

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Model Simulation and Portfolio Analytics
  • Simulate and evaluate model versions against historical rating data
  • Analyze the impact of model changes on a portfolio level (e.g. rating transition matrices)
  • Perform portfolio-level analytics using built-in and extensible reports and dashboards

Credit Risk Platform

Discover the full suite of the Credit Risk Platform’s capabilities.

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