Tools to help you develop a Basel II-compliant Internal Rating system.
Overview
We offer a comprehensive set of Probability of Default (PD) and Loss Given Default (LGD) analysis components, and will work with you to develop the appropriate solution for your institution.
Features
PD and LGD templates for low default sectors; and
Quantitative models for higher default and small- and middle-market sectors.
Benefits
Our Default Filter™ credit risk management infrastructure solutions will help you manage the entire risk management process.
Learn More about Internal Ratings Systems Solutions
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