Capital Requirements
According to Basel II and III requirements, CRIF provides internal rating systems with methodology and tools which enable banking and financial institutions to optimize resource allocation and maximize profitability.
Evaluating all risk components connected with internal rating (Probability of Default - PD, Loss Given Default - LGD, Exposure at Default - EAD), these systems allow institutions to assign internal ratings to all customers in portfolio, calculate the capital requirements for each position and define credit granting policies (pricing, power of decision, provisions, etc.).
- PD
- LDG
- EAD
- Back Testing
- Stress Testing