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Vertical Solutions and Application Management

Credit Rating System

Cedacri has kept continuously updated its services in order to provide all its Customers with as accurate credit risk estimates as possible, which are also integrated in operating processes and in processes steering value creation.
The Credit Rating System platform features the possibility to manage many measurement models, which are also differentiated at bank and risk segment level, in a single application engine. This platform allows automated management of rating attribution processes (validity terms, monitoring of events that require estimate review), as well as notching/override request management.
The services provided feature also a dashboard for the monitoring of rating models, which periodically reports on the model performance.

Key features of the solution:

  • Provision of performing statistical rating models that can be immediately applied to the various Customer segments, in terms of both PD and LGD
  • Rich user interface including both portfolio views and analyses (classification grids and transition matrices), as well as summaries of historical and point data of the individual positions
  • Management of the rating attribution process
  • Availability of a dashboard for the monitoring of the rating system performances
  • Possibility to manage models that are customized for the single Bank in addition to Cedacri standard models

Advantages

  • Improvement of predictivity and accuracy of PD and LGD estimates
  • Extension of the rating system use in business processes to improve credit risk management and the effectiveness of lending processes
  • Improvement of the functions steering the credit risk measurement system (supporting internal validation and risk management)
  • Possibility to deal with regulatory IRB validation processes