Risk Rating for Corporate SMEs
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