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Case Study
Implementation of Automated Credit Scoring Model Optimization Validation and Calibration in Large International Bank
Large European Bank with main activities in South Eastern Europe, Russia and CIS area has implemented PRO-CR with the purpose to automate the Development, Optimization, Validation and Calibration of Credit Scoring & Rating Models. In total using PRO-CR the Bank manages about 10 different models in each of the 6 countries where it currently has operations.
Besides assuring extraordinary high model quality and stability and covering all necessary tasks related with management of the model lifecycle, PRO-CR is used for the transition to the IRB Advanced Approach of BASEL II which is planned to be finished in March 2009.
During the selection process PRO-CR was carefully compared with all leading providers of analytical scoring systems and has achieved the highest appraisal ratings, mainly because of its outstanding and unique in its kind Analytical Methodology
To complete the project (including the pilot project phase) took just several days of efforts. From the customer side 2 Credit Rating & Scoring professionals have participated in the project they were supported by 1 PRO-CR consultant.
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