Target variable in credit risk models

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...

Dataset for credit scoring models

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 -...

Credit risk measurement: customer-level

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)....

Cooperation with Błażej Kochański

We are proud to announce that we have started cooperation with one of the top banking risk experts in Poland: Błażej Kochański worked as a risk specialist and then risk manager for GE Capital banks in Poland and Czech Republic between 2000 and 2007. He was responsible...

New Client: ČSOB Bank in Slovakia

We have signed a contract with CSOB Bank from Slovakia (Československá obchodná banka a.s.). We will start providing consulting services to this great bank on the 1st of October.

New project in partnership with Payarto

We are happy to announce having started a new consulting project in cooperation with Payarto, leading business & technology advisors in the area of credit cards & electronic payment solutions. The partnership gives us access to Payarto analysts, consultants,...

New Client: Bank Millennium

We have signed a contract with a new Client: Polish Bank Millennium ordered training workshops for employees of one of their departments.

New Client: PKO Leasing

On the 30th of July we signed a contract with our new Client - PKO Leasing. We are proud to provide consulting services to a part of the biggest banking group in Poland.

New Shareholder and Business Mentor: Eoin O’Tighearnaigh

Dublinite LLC, a US based company owned by Eoin O'Tighearnaigh, joined our company by acquiring 20% of our shares. Eoin, who previously worked for GE and Fifth Third Bank, has 28 years of executive and leadership experience gained in multiple industries, in several...

New Client KBC Bank

We have signed a new contract and started to deliver consulting services for KBC Bank N.V. Branch Poland, part of Belgian KBC Group.