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.

Our Clients

During their careers the partners have worked for a multitude of major corporations please refer to the individual partner CVs.