Analytical Services

Do you need third-party opinions of credit quality on your customers, critical suppliers, or banking counterparties? Are you assessing the credit quality of your affiliated entities for transfer pricing purposes? Perhaps you have a backlog of pending risk assessments on your loan book and wondering how to get support with your review schedule? Whatever your situation, you can rely on the support of our multilingual credit specialists to help with these challenges. Our analysts can work with your internal models and provide independent third-party opinions leveraging our analytical tools.

If you are investing in private debt to borrowers across multiple industries and countries or ramping up your credit book and the current volume of deals do not warrant major investment in data and analytical tools, contact our Analytical Services team to discuss Credit Risk Assessments leveraging solutions such as:

• Credit Assessment Scorecards for wholesale and commercial credit portfolios.
• RiskGauge™ reports and market- and fundamentals-driven models that provide a comprehensive analysis of credit risk.
• Climate Credit Analytics suite of tools that assess the impact of transition and physical risk on projected company financials and credit risk under various climate scenarios.
• Climate RiskGauge estimates the financial impact of climate transition and physical risks on corporate credit risk.

Are you looking to develop or enhance models to calculate the probability of default and loss given default? Do you want to update your risk parameters for IFRS 9 or CECL loan loss provisions, or regulatory capital calculations? Perhaps you would like to develop new analytics to assess risks associated with ESG and climate change?

Our credit specialists draw on years of experience to develop, back-test, and implement models that address a wide range of requirements. Furthermore, Analytical Services can provide benchmarks using cutting-edge models for credit cycle adjustments and macroeconomic scenario overlays to support your internal modeling efforts. Our team share their knowledge and provide guidance to implement best practices for model risk management, monitoring, and documentation.

Our quantitative analysts can also directly help your organization with the validation and calibration of internal models, using a combination of qualitative and quantitative approaches. They provide an unbiased report card on model performance and a roadmap for improvements and model fixes.