Basel II Modeling, Reporting, Stress Testing

Whether your institution must comply with Basel II, Basel III, Dodd Frank or any other regulatory requirements; Scorto Products empower our customers to attain compliance with regional requirements for retail and commercial credit risk management while improving reserve capital and credit portfolio management efficiency. With Scorto, meeting governmental demands is a pain-free process and inexpensive enterprise!

Scorto solution for Basel II and Dodd-Frank covers all aspects of New Capital Accord compatibility and Risk-Management Demands:

  • Rating, Scoring and Analytics
    Whether you need to develop rating models in-house based on historical data or you require experienced analysts to create rating models for all products in your retail portfolio. Whatever your strategy is, Scorto has a sensible platform to suit your needs. Scorto offers a rating and segmentation model development tool (Scorto Model Maestro) with built-in methodology that will tremendously speed-up your scorecards and PD, LGD or EAD model development for different credit products from personal loans to SME loans and for different segments of your retail credit portfolio. Rating and scoring model development services from Scorto will cover your needs completely if you don’t plan to do everything in-house.
  • Monitoring and Reporting
    Visual, drag-n-drop-managed reporting with pre-defined Basel II and/or Dodd-Frank reports allows monitoring the quality and structure of the credit portfolio, as well as the adequacy of the risk-management models used, stability of PD-buckets and changes in reserve capital requirements. And even more, with The Scorto Supervisor reporting and monitoring tool you can add your custom portfolio management reports, get automatic alerts and automatically update whole branches of portfolio reports. Scorto Supervisor is the only tool you will need to completely satisfy all Dodd-Frank Title X and Basel II reporting requirements!
  • Segmentation and Decisioning
    Visual change of pre-defined risk strategies, Basel II risk parameter calculation flows for sub-portfolios, easy to change PD, EAD, LGD models by business users, automation of decisions, fast batch processing, borrowers rating on account, customer or sub-portfolio level as well as easy visual rules for risk-based portfolio segmentations, different loan portfolio management rules and PD, EAD, LGD calculations for different risk segments.
  • Stress Testing
    Special software for credit portfolios stress-testing and monitoring – Scorto Accord. The software offers convenient business-user oriented stress-testing framework with a number of pre-defined stress testing scenarios and intuitive drag-and-drop interface for easy scenario adjustment and customization. With Scorto Accord you get transparent (and compliant with both Basel II and Dodd-Frank demands) stress testing methodology to satisfy the regulator’s requirements.
  • Data Warehouse Optimized for Basel II
    Special internal data warehouse specifically designed to store risk calculations correctly for sub-portfolios and other Basel II related data. Unique innovation in data access and storage offers you the fastest processing on the market, so you can process your portfolios on account level during office hours however large they may be.
  • Basel II Consulting and Documentation
    Comprehensive review and analysis of your particular business situation and information flows, followed by knowledge transfer, advice and assistance in Basel II solution implementation, including preparation of detailed documentation required for external and internal audit of Basel II compatibility.

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