Risk Solutions can assist you in the review of your credit assessment methodologies and risk monitoring practices, collateral, and liquidity considerations, as well as perform ‘what-if’ or worst-case scenario analysis.
The benefits to your organization:
Identify critical elements of your institution's methodologies, processes, and procedures that differ from those provided by Standard & Poor’s methodologies or industry practices;
Review of your institution’s current position, including data, processes and procedures, controls, and quantitative systems to help identify gaps in compliance with Basel II requirements; and
Provide recommendations regarding areas for improvement in terms of your methodology, system development, control processes, and data-related procedures.
Our solutions include:
Examination of the governance structure and current validation activities;
Interviews with your senior management and internal validation teams, including your internal audit division;
A comprehensive report that outlines the gaps in your existing validation activities and provides suitable recommendations; and
Documentation of the validation process framework.
Ratings System Validation
A review of the overall performance of your internal risk rating systems to ensure accuracy and consistency.
Risk Model Validation
An independent review of the methodologies and overall performance of risk models to meet industry best practices and Basel compliance.
Quantitative Credit Models
Commercially available quantitative models for estimating ratings, probability of default, and loss given default.
Credit Risk Data
A comprehensive set of robust and consistent credit loss information; data consortia and management tools.
Assessments of Credit
Provides confidential credit scores on unrated obligors using Standard & Poor's Credit Assessment Templates.
Risk Rating Mapping
Evaluate the effectiveness of your internal rating systems, and benchmark your rating outcomes against Standard & Poor's, your own internal, or a third party's rating scale.
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