Model Development Services
Comprehensive model development services for financial institutions, specializing in IFRS 9 and IRB frameworks. Our expertise covers the entire modeling lifecycle, ensuring regulatory compliance and business effectiveness.
Core Modeling Services
Probability of Default (PD) Modeling
Data development and segmentation
Factor generation and transformation
Single and multi-factor analyses
Model estimation and add-ons
Calibration and validation
Loss Given Default (LGD) Modeling
Workout LGD methodology
Market LGD approaches
Collateral valuation
Haircut estimation
Indirect cost modeling
Exposure at Default (EAD) Modeling
Non-maturing contract replication
Prepayment behavior modeling
CCF estimation
Limit utilization analysis
Statistical estimation methods
Technical Capabilities
Statistical Methods
Advanced regression techniques, machine learning applications, and time series analysis.
Data Analysis
Comprehensive data quality assessment, feature engineering, and pattern recognition.
Validation Framework
Rigorous quantitative validation, qualitative assessment, and performance monitoring.
Implementation Support
Detailed documentation, technical training, and ongoing maintenance support.
Key Benefits
Regulatory Compliance
Full alignment with IFRS 9 and IRB framework requirements
Risk Management
Enhanced risk assessment and decision-making capabilities
Operational Efficiency
Streamlined processes and automated calculations
Quality Assurance
Comprehensive validation and benchmarking framework