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.
Our Clients
KBC Bank NV
SymCredit
BIK SA
PKO Leasing
CSOB Bank Slovakia
Hypo
Alpe-Adria-Bank
Articles
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...
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)....
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.