Credit Risk Consultancy


Our services include

Gap Analysis


  • Diagnostic review of credit risk management practices compared with industry best practices and regulatory guidelines.

Policy & Procedure


  • Design and implementation of a best practices-based credit risk management framework
  • Reengineering of credit and credit risk management processes
  • Preparation of credit risk management policy
  • Design of collateral management framework
  • Design of RAROC estimation and risk-based pricing framework

Model Development


  • Development of appropriate corporate and retail risk models for portfolio credit risk management, including an estimate of asset correlations

Model Validation


  • Development and validation of internal credit rating models for different categories of borrowers

Parameter Estimation


  • Installation of data management processes and analytical methodologies for deriving default probabilities, transition matrix and loss given default statistics

Credit VaR Estimation


  • Development of framework to estimate portfolio credit VaR based on underlying parameters, as well as inter-sector correlations

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  • For any risk solutions related queries, please contact:
    +91 22 3342 8266