CREDIT RISK UNDER CONTROL
We help banks improve operations and risk management
International consulting company specialized in retail credit risk management and operations.
Credit risk management consulting
Bank operations & software
Experts to hire
Additionally we help with:
IT project management – we support implementation and enhancements of credit software systems
Scoring models – we develop application and behavioral scorecards in R or SAS System
Interim management – we build and manage Risk Teams
Servicing the Financial Industry for More Than a Decade
Piotr Rudnicki brings over 10 years of experience in international finance, most recently as Head of Risk Strategy at KBC Consumer Finance. Prior to KBC, he held position as both Operations Strategy Department Director at GE Money Bank and Operations Director at GE Money Central & Eastern Europe. While working at GE, Piotr was awarded the Six Sigma Black Belt Certificate in 2004 and the EMEA President’s Award in 2008 for implementing portfolio segmentation and decision science tools in operations as well as leading data analytics projects.
Risk teams and scientists are working hard to train their models to better predict - at application stage - if a loan will be Good or Bad. In order to win competitive advantege in credit decisions, they often seek to improve model performance by using model boosting...
One of our clients agreed to have their anonymized data used for credit scoring articles and training. Since not many real credit data sets are available publicly, we took this opportunity to share the data. Euro Credit Data The table you can download here -...
Loan-level vs. customer-level credit risk measurement Let's consider a simple example, typical for many consumer loans portfolios: 10.5% of loans granted to new customers are “bad” (90+ days past due) after one year from origination (black line in the plot below)....