Risk Modeling

In collaboration with customers, Prometeia develops and validates credit risk models (such as rating models, LGD, EaD, multi-year PD, satellite models, default correlations, risk-adjusted pricing, early warning) as well as liquidity and interest rate risk frameworks (replication portfolio approaches, prepayment models, etc.). Risk Modeling services encompass every customer segment, from the large corporate to SMEs and SBs, from retail to financial sector, fostering the regulatory compliance (among which IRB, IFRS 9, SREP) and the development of risk management strategies with a value-based management perspective. Based on both alternative and stressed macroeconomic scenarios, our models can be implemented within our risk measurement solutions to support advanced analytical processes.

  1. Risk Advisory
  2. Risk Modeling
  3. Risk Academy
  4. Implementation Services
  5. Data Science