With the benefit of our experience, we appreciate that while financial institutions have faced difficulties over the years for a multitude of reasons, the major cause of crippling problems continues to be directly related to lax credit standards for borrowers and counterparties, sub-optimal portfolio risk management and lack of attention to integration of changes in economic environment that can lead to a deterioration in the credit standing of a bank's counterparties. AstraGinger’s participation spans across the strategic and tactical layers.
At AstraGinger, we strongly believe that the solution proposed should be in sync with the data maturity of the banking institution to ensure ROI sensitivity of the engagement. We also acknowledge that Banks require sizeable data, both in terms of length and coverage to be able to estimate vital parameters of Credit Risk for meeting stringent standards of Internal Ratings Based Approach of Basel II.
Conscious of striking the balance between Compliance, Accuracy and ROI for our clients, our engagement approach is JOURNEY based ensuring right-sized solutions.
Our services include
- Credit Risk Management Framework: Risk Governance and Risk Management Policies including Risk Appetite
- Rating Based & Market Based Approaches to Credit Risk Analyses
- Setting up of a Robust Internal Rating System: Credit Risk Rating Models & Segregation of Exposures
- Estimation of Credit Risk Parameters: Probability of Default, Loss Given Default & Exposure at Default
- Risk Reporting and Senior Management Cockpit views