Modelling of credit risks

The full range of services for modelling of credit risk parameters of a financial organization.


Key advantages:

  • Best practices of modelling: knowledge of the subject field, data science competence and technological expert examination.
  • Minimum technical requirements: our technological platform includes all necessary tools for data handling, development and implementation of credit risk models.
  • The library of preconfigured models reduces time of development: 15+ PD, LGD and EAD models.
  • Support of the full model governance cycle: from development, documentation and monitoring of quality parameters to model validation and calibration.

20+
experienced consultants
30+
implemented projects
ТСОх2
lower than competitors have
5+
preconfigured models for IFRS 9
How can we help you?
Contact us sales@neoflex.ru
Or call 495 984-25-13
How does this work?

Neoflex specialists carry out the full range of work on credit risk modelling starting from preliminary analysis of available data and selection of the most suitable modelling methods, up to automation and documentation of the developed model. 

Work on modelling is carried out with the use of the proprietary Neoflex Datagram software platform based on state-of-the-art open-source Big Data technologies including the following:

  • Means of streaming visual design and code generation in Scala
  • Tools for transformation of initial data from any type of sources (RDBMS, xml/avro/json, ORC, Parquet, CSV, Apache Hive, Apache Kafka etc.) and its storage in Data Lake
  • Support of all necessary mathematical libraries and high-performance computing based on Apache Spark and Hadoop.
  • Turnkey infrastructure for the management of processes and model life cycles (model governance)
Press center
Publications
All Publications

31 Октября 2018

Modeling expected credit loss factors under IFRS9: from theory to practice

Alexey Antonov presented approaches to calculate the reserves for covering the Expected Credit Losses (ECL)...

11 Июня 2018

Digital future: how VTB builds the process of business transformation

Maxim Kondratenko, Ph.D. in Economics, member of the board of VTB Bank, told CNews about the project...

25 Ноября 2016

Management of credit portfolio with allowance for risk requires new data

Anton Lazebnyi, Head of “Financial markets technologies and risks management” Neoflex Business Department...