Our Services
RCalc can offer a wide scope of services to cater for all credit risk needs. We have expertise across all lending asset types covering the credit lifecycle.
Our range of services covers:
Model Design & Build:
- Operational Scorecard design and build including Expert models for new lenders
- Regulatory model design and build – PD, EAD & LGD across IFRS9 and F-IRB/A-IRB
- Forecasting & Stress Testing
- Monte Carlo
- Pricing Model
- Portfolio pricing and due diligence
Governance
- Policy Design & Writing
- Model validation
- Model monitoring system design and build
- Establishment of Risk Management Frameworks and Key Risk Indicator reporting suites
New Banks
- Expert models
- IFRS9 Excel calculator for organisations with limited data – an off the shelf tool that requires limited re design to fit your low default portfolio
- ICAAP/ILAAP/RRP build and write
- Credit origination system design and due diligence
- Internal training
Team Skills
Our team are all expert SAS and excel/VBA practioners. We also have deep skills in R and Python.