Internal Rating System (IRS) Services
Risk Solutions provides Internal Rating System services to help you achieve a competitive advantage in credit risk management. We help banks develop, enhance, implement, and validate internal rating systems and provide corporations with assistance on their credit processes and limit setting.
As part of our Internal Rating System services we offer templates, individually tailored by industry, to help estimate credit scores, and determine probability of default, for your credit exposures. To ensure that all of our services can effectively be deployed in your organization we provide custom designed training classes for your staff.
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Credit Risk Assessment Templates
Default Filter™
CreditPro®
Internal Rating Performance Services
Custom Credit Training
Internal Rating Systems
Mapping
Risk Management Benchmarking
Credit Process Implementation
Probability of Default (PD)
To help clients with credit assessment, securitization and benchmarking rating performance, Risk Solutions provides Probability of Default (PD) data, models, and tools, as well as off-the-shelf and custom templates, by industry to determine PD 's and Rating Estimates.
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Credit Risk Tracker
CreditModel™
Default Filter™
Model Evaluation
CreditPro®
Internal Rating Performance Services
Custom Training
Open Enrollment Courses
Loss Given Default (LGD)
Risk Solutions provides Loss Given Default (LGD) data, models, and tools for loss analysis, securitization and benchmarking.
Click here to view LGD Brochure
Click here to view European SME LGD Report
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LossStatsSM Model
LossStatsSM Database
Default Filter™
Model Evaluation
Model Development
Custom Training
Open Enrollment Courses
Credit and Risk Training
To keep your staff up to date on the latest credit risk management tools and techniques, Risk Solutions offers open enrollment and customized training courses in credit risk and portfolio management.
Click here to view the 2005 Global Course Schedule
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Open Enrollment
Custom Credit Training.
Credit Portfolio Analysis
Risk Solutions helps you model credit portfolio risk through defaults and joint rating migrations, incorporating market risk (stochastic interest rates and equity positions), as well as structured finance and emerging market exposures.
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Portfolio Risk Tracker
Default Filter™
Custom Training
Open Enrollment Courses
Basel II
The new Basel Capital Accord offers challenges and rewards to banks worldwide. Even the most sophisticated banks will be required to re-evaluate and document their credit processes as never before, particularly banks seeking to implement the Foundation and Advanced Internal Rating Based (IRB) approaches. Implementation of the New Basel Capital Accord will reward banks and financial institutions with far greater security and tighter controls, as well as provide new levels of confidence for directors and shareholders.
Click on the product name below for further information:
CreditModel™
CreditPro®
Credit Process Implementation
Credit Risk Assessment Templates
Credit Risk Tracker
Default Filter™
Gap Analysis
Internal Rating Performance Services
Internal Rating Systems
LossStats™ Database
Mapping
Model Development
Model Evaluation
Portfolio Risk Tracker
Risk Management Benchmarking
Custom Training
Open Enrollment Courses
Research from Risk Solutions
Standard & Poor's and Risk Solutions continually publish innovative and timely research on Probability of Default, Loss Given Default, Credit Risk Management, and Credit Modeling.
Click Here to Access Research from Risk Solutions |