When using the Internal Ratings-Based Approach (IRBA), differentiated methods are essential in order that banks can precisely assess credit risks. zeb/ designs processes for financial service providers which establish credit risks on the basis of valid parameters.
zeb/ designs Basle II-compliant processes for parameter estimation based on our zeb/control.loss database software. These are reliable processes for the precise assessment of credit risks.
zeb/ provides a comprehensive range of services for the validation of risk parameters:
- First of all, we use the Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) processes to assess the credit risk parameters.
- Then we provide you with a concept for data quality assurance.
- Finally, we analyze the data and prepare regulatory authority-compliant documentation.