Rating and Scoring

The scoring and rating program tools provided by EuroRisk Systems Ltd. due to the Basel III reqiurements for retail and corporate bank customers.

The retail scoring system encompasses rating assessment of the borrower's credit standing, of the collaterals quality and final of the credit application. The rating evaluation is decisive for loan conditions and precedes the permission for a loan on the part of the bank.

Private or corporate rating evaluation is based on calculated ratios from balance sheets for the last three years (hard facts) and on estimates of management quality, industry sector, personal characteristics (soft facts) etc. The result is a rating within internal rating scale which can be mapped to a standard rating scale (Moody, S&P, Fitch).

Rating and scoring calculations in Risk Framework following main tasks:

  • Multi-Window GUI;
  • More partners can be rated at same time
  • Estimation of intermediate results and comparing are possible
  • Fast load and store of partner data to database
  • Display of credit risk data for partners
  • Help and Explanation functionality during the rating process
  • Structuring of Questions, Criteria and Results into hierarchic classes
  • The Windows GUI and database are adjusted by rating model automatically
  • Partners are presented within tree structures
  • Reporting of rating session protocols
For more information see Scoring_and_Rating_Systems_Basel_III_Requirements_EN.pdf