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MODEL RATING

 

Meware's solution for “Rating Model” valutation and management.

For lots of banks, particoularly for those wich want to reach the IRB, represents an important responsability to provide theirselves with a valutation and assessment system for calculation of the main components of RWA (PD, LGD, EAD). The aspect linked to Rating's model management is crucial. In this kind of projects different brachs of the bank are involved (Risk Management and IT) often with help of several consultants in the model's assessment sector. The production of those models and the application of the related informations often causes a substantial cost for the bank itself.

In this area of interest, Meware achieved a great experience using the Credit Scoring SAS solution.

This kind of solution allows to:

Manage the whole Rating/Scoring mondel's lifecycle, from valutation to production, only in one technological ambient, reducing the IT participation and, at the same time, supplying with the process control tools.

1. Optimize Risk Management's efficiency in process functional control, having a possible drastic degrease of model's “time to market”.

2. Have the possibility to interface live with bank's applications in order to exchange the rating informations produced by rating engine in a “real time” mode.

3. Have a solution strongly linked to Italian reality, wich optimizes storages (Balances and CR's), wich are normally used for produce Rating/Scoring models and therefore allows, in a very short time, to have the model's deployment.

5. Have a conducting solution for the model's whole lifecycle management, in a fast and certain way, from valutation to production, monitoring, tuning etc.
Meware's solution main characteristics are flexibility and starting/using handiness, filling the process gaps without an asset's loss of value. Meware is also able to support clients in definition/predisposition of necessary informations to PD, LGD, EAD models determination, supplying a high level consulence to nail down the Credit's datamrt, useful for the process just described.

References: BNL, Banca Popolare per l'Emilia Romagna, Banca Popolare di Vicenza, Veneto Banca, Banca Ifis, Banca Sella.



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