Advanced Analytics For Credit
Banks increasingly require deep analytical insights to understand the value and risks associated with their credit portfolio, as well as to respond to market fluctuations and regulatory requests (for example, stress testing and capital management).
We have more than 40 analytical experts in Europe and Asia dedicated to helping clients develop speci.
,
Can credit risk models be used to quantify operational risk?
US takes scissors to repos.
In Europe, it’s not cut and dried Many attempts have been made to adapt credit risk models to quantify operational risk.
In this article, Gerrit Jan van den Brink of Dresdner Bank and KPMG's .
,
Credit Processes
Well-designed credit processes can reduce operating expenses by 15 to 20 percent and risk costs by more than 20 percent, while improving customer experience.
We have extensive expertise in optimizing credit processes (origination, underwriting, pricing, administration, monitoring, and management) across all customer segments.
Our approach combines .
,
Credit Strategy, Organization, and Portfolio Management
At an average commercial bank, credit-related assets produce about 40 percent of total revenues; credit-related costs, including provisions and write-offs, account for a significant fraction of expenses.
We help clients increase revenue and minimize costs by supporting the development of sound credit-risk strategies, organizational structures, and .
,
Credit Surveys and Benchmarks
Our clients can participate anonymously in a wide range of surveys covering all major aspects of credit risk, including organizational effectiveness, credit processes, risk model performance, and portfolio management.
These surveys allow clients to benchmark their performance against a group of relevant peers.
,
What are the principles of credit management?
Principle 11:
Banks must have information systems and analytical techniques that enable management to measure the credit risk inherent in all on- and off-balance sheet activities.
The management information system should provide adequate information on the composition of the credit portfolio, including:identification of any concentrations of risk. ,
What does a credit risk consultant do?
Our work includes ,credit risk strategy and regulations, risk governance and policies, credit risk models and processes, and data and IT systems.
Our credit risk consultants work hand-in-hand with clients across the full spectrum of the credit risk management operating model, including:
Credit Risk Strategy and Regulations. 