How to Implement and Operationalize Rating Models

A flexible, transparent and Basel II-compliant Platform

The Basel II Capital Accord allows financial institutions to utilize their unique knowledge about customers, processes and markets by using internal ratings for credit risk analysis.  The Internal Ratings-Based Approach (IRB Approach) enhances the accuracy of regulatory credit risk capital requirements.

This webinar demonstrates how risk scoring and rating models can be implemented in a transparent graphical environment, and how they are operationally used in the 'Credit Risk Rating Platform'.

In the Webinar you will learn:

• How to use the Model Authoring Platform Visual Rules
  to create, test, maintain, and validate rating models.
• Which steps of integrated testing and quality management
  (e.g. regression testing) to perform.
• How this platform assures auditability and provides complete audit trails.
• How to perform credit risk ratings with the Rating Manager.
• How to generate user interfaces (e.g. for expert judgement)
  dynamically from the rating models.