Many of the world’s largest financial institutions partner with CRISIL for advice and support on credit risk management and modelling. These institutions choose CRISIL for our decade-plus experience in credit risk consultancy across various workstreams including developing, reviewing, enhancing, validating and documenting credit risk models across multiple portfolios (including large corporates, private equity, retail, leveraged loans, financial institutions, public finance, energy and SMEs), and designing & delivering a concise and simplified policy architecture.
Our credit risk teams possess strong sector and domain expertise, as well as statistical expertise. CRISIL’s 1,200+ credit analysts and specialists track 70 sectors, 15,000 firms and 50,000 SMEs. The capabilities of those credit experts are supplemented by more than 650 in-house quant analysts, constituting the world’s biggest quant talent pool outside the biggest global banks.
CRISIL’s credit risk teams possess a robust understanding of global banking regulations and diverse experience in credit risk management, industry benchmarking, credit scoring, regulatory projects, and model development and consulting. This comprehensive expertise enable us provide high-quality credit risk consultancy solutions to our clients, and makes CRISIL the partner of choice for financial institutions around the world.
Solution Components
Credit Model Development and Validation
Develop PD/LGD/EAD models including scorecards
Develop CECL and regulatory capital models
Validate credit risk models against industry best practices
Prepare documentation based on OCC/SR 11-7 guidelines
Formulate credit risk rating frameworks and processes
Policy and Process Simplification
Streamline policies as per risk appetite framework and business strategy
Policy alignment across regions and regulatory regimes
Redesign credit policies (underwriting, capital measurement, monitoring and portfolio management)
CRISIL EDGE
10+ year track record of successfully executing regulatory compliant (including SR 11-7) scorecards
Deep experience across industry benchmarking, risk modelling, business banking, and credit risk scoring
Collaboration among large talent pool of credit and quant analysts adds finesse to execution
Development, validation and documentation of 250+ scorecards per year
Simplified 2000+ obligations and 80+ policies across 5 business units; Documented 800+ process maps and 1,000+ controls
10+ year track record of successfully executing regulatory compliant (including SR 11-7) scorecards
Deep experience across industry benchmarking, risk modelling, business banking, and credit risk scoring
Collaboration among large talent pool of credit and quant analysts adds finesse to execution
Development, validation and documentation of 250+ scorecards per year
Simplified 2000+ obligations and 80+ policies across 5 business units; Documented 800+ process maps and 1,000+ controls