A complete system for default probability model development, with ongoing data management, validation and stress testing tools.
Overview
Standard & Poor's Default Filter™ provides financial institutions with a complete tool kit for developing, validating, and stress-testing default probability models based on the institution's own credit factors. Extensive management reporting supports ongoing management of credit portfolio risk. With flexible implementation options, Default Filter can accommodate banks at varying stages of data collection and model development.
Features
Has data centralisation and data cleaning tools;
Has utilities to create homogeneous groups for modeling;
You can build models based on your own credit factors;
Contains both quantitative and qualitative factors;
Customisable to accommodate regional and industry differences;
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