Techniques of bank risk analysis, estimation and modelling

POD Reference

13 UA RE08 3STE

Summary

A higher education establishment in Kiev (Ukraine), has developed the scoring technology of analysis, assessment and modelling risk of crediting physical persons. The developed technology has advantages because it is adaptive to the specific features of the Ukrainian market of the retail crediting and has a simplicity of use. They search partners for implementation of scoring technologies in concrete financial institutions.

Description

The elaborated scoring techniques for analysis, estimations and modeling risk of crediting of physical persons is intended for the complex estimation of borrowers solvency and risk-management of bank credit portfolio. Modeling adequacy, expressed by Gini-coefficient, is 40-50%. Technique supposes implementation into three-stage procedure of estimation of borrower: «verification at the data bases - scoring assessment - query into the bureau of credit histories». On the basis of dislocating scoring cut-off point the model of “risk-return” management is built for whole credit portfolio.

Author has developed the modifications of model for autocrediting and prioritizing of collection efforts. The salesman of technology has a ten year experience of implementation of this techniques in a few banks, financial and collection companies, bureau of credit histories.

Current and Potential Domain of Application: Technology is effective for:

- unsecured crediting;

- autocrediting;

- mortgage crediting;

- prioritizing of collection efforts.

Advantages and Innovations

The implementation of technology allows to provide the customer by the effective automated tools of estimation of borrowers solvency and carry out a management of correspondence «risk-return» on the basis of the proper financial model.

Advantage of this suggestion is complete adaptation to the Ukrainian market.

Stage of Development

Already on the market

IPR status

Copyright

Comments Regarding IPR Status

Copyright in accordance with Article 5 Law of Ukraine «About a copyright and contiguous rights» from Decembers, 23, 1993

Profile Origin

National R&D programme

Deadline Date

4/25/2015 12:00:00 AM

Technology Keywords

001002010 Databases, Database Management, Data Mining
001002015 Knowledge Management, Process Management
001003014 Analysis Risk Management
011007 Foresight tools

Market Keywords

002003 Specialised Turnkey Systems
002007007 Applications software
002007008 Business and office
002007024 Consulting services

Type and Role of Partner Sought

- Type of partner sought: financial institutions, investors for commercial using proposed technology

- Specific area of activity of the partner: retail consumer crediting.

- Task to be performed by the partner sought: creation of the system of risk assessment of borrowers. Management of credit portfolio

Type of Partnership Considered

Commercial agreement with technical assistance
Manufacturing agreement
Technical cooperation agreement