Risk Rating for Corporate SMEs

Obligor's risk rating system is designed to analyse any firm in order to assign to it a risk rating reflecting its creditworthiness and a probability of default based on financial information, qualitative assessments, and macroeconomic indicators. It applies the best practices and latest approaches that are used today by the industry’s leading practitioners and is fully compliant with the standards set by the Basel Committee.

Main Features

Objectively estimates risk rating and default probability for each obligor

  • Statistically proved algorithms with robust default prediction accuracy
  • Can accommodate internal as well as external rating models
  • Manages obligors in different jurisdictions with varying amounts and quality of information available
  • Suitable for regulatory capital calculation purposes under the Internal Ratings Based (IRB) approach
  • Comprehensive set of reports allowing to assess the performance of individual obligors, portfolios, and analysts

Address issues particularly relevant to the SME segment

  • Leverages all available information for an obligor, including quantitative, qualitative, and Macroeconomic information
  • Addresses “creative accounting” issues present in many markets
  • Includes Maker / Checker functions and audit trails
  • Maintains full history of each evaluation 


Financial Analysis

  • System provides a framework for the maintenance, analysis and reporting of balance sheet and income statement items.
  • Automatic calculation of financial ratios and cash flow analysis, and assistance in generating reliable projections.
  • Allows to create projected financial statements