Deep Technology sp. z o.o. | Nowy Świat 33/13 | 00-029 Warsaw | Poland

Credit Risk

Will the borrower meet the loan repayment obligation? Will it not expose the bank to financial losses? Can it be predicted in any way? Predict, maybe not completely, but calculate – the most!

We will help you minimize losses by calculating credit risk

Credit risk can be managed. What’s more, this is one of the key aspects in business to protect cash flows. Of course, you can’t get rid of it one hundred percent, but with the right tools you can minimize the risk of exposing your company or bank to losses related to overdue liabilities.

We will help you minimize losses by calculating credit risk

Credit risk can be managed. What’s more, this is one of the key aspects in business to protect cash flows. Of course, you can’t get rid of it one hundred percent, but with the right tools you can minimize the risk of exposing your company or bank to losses related to overdue liabilities.
Credit risk is more than just creditworthiness. It is also an assessment of how high is the probability that customers will be late with loan repayments.

We adapt the credit risk calculation model to your data

In order to estimate the risk, we analyze relevant indicators that make the level of risk much more predictable. Based on statistical and mathematical methods, we assess the creditworthiness of a given customer, based on the behavior of previous borrowers. We select the appropriate variables related to the borrower’s activities, and then build a model based on which we recognize the customer’s credibility. These models may also work for people who have already received a loan.

What we offer?

We will prepare models most often used by banks – PD, LGD and CCF. Using data from internal and external sources, as well as those obtained from clients, we calculate risk classes for retail and non-retail clients, also taking into account defaults.
We will make models, taking into account the W recommendations, regarding model risk management at banks, or the S recommendations, which relate to good practices in the area of managing mortgage-secured credit exposures, and the T recommendations, which relate to good practices in the area of risk management of retail credit exposures.
We will deal with professional monitoring of risk models as well as internal rating models (IRBs) and stress testing models. We will develop valuation models for write-downs and reserves (IBNR) and estimate internal capital (ICAAP).

Minimize losses and increase profits!

By undertaking cooperation with us in the field of credit risk estimation, you minimize the losses of your bank or your company. You gain time to prepare reserves to cover expected losses and you are better prepared to cooperate with a given client. Contact us and we will protect your organization against losses.

PD models

LGD and CCF models

models taking into account the W recommendation

valuation valuation models and reserves (IBNR)

monitoring of credit risk models

internal capital estimation models (ICAAP)

credit exposure risk models (S and T recommendations)

stress test models

internal rating models (IRB)