Comprehensive commentary and analysis of trends and forecasts helps you anticipate future movements in factors affecting your credit portfolios. Our forecasts for credit markets are based on UK macroeconomic forecasts and cover the economic drivers of default on your loans, together with net lending forecasts, projections of new lending, write-off rates and repossessions for the full picture.
Understanding the opportunity within the market, as well as paying close consideration to trends such as rising house prices and rising interest rates, can be complex for you to decipher and prioritise. It’s hard to differentiate between the assumptions, limitations, strengths and weaknesses of an existing credit risk model. Understanding your portfolio better can unlock untapped opportunities and highlight future risks. This insight can also help you identify your competitors’ position and refocus your business strategy and objectives accordingly. Ways in which our Portfolio Risk services can help include: Benchmarking - Looks at your portfolio’s positions in comparison to your peers. Lost opportunity - Understand the lost opportunity of customers you decline. Forecasting - Determine the likely you portfolios future position and the general market trends. Concentration risk - Provides a view of geographic, demographic and risk concentrations within a portfolio and the market.
Download product sheetQuantify credit risk under current and future economic conditions down to the level of individual borrowers
Estimate and predict segment and portfolio-level default rates adjusted for economic conditions, which supports segment and portfolio loss forecasting
Stress estimates under different macroeconomic scenarios in a coherent and transparent way for extensive scenario modelling
Industry-level benchmarking taking into account current and future economic conditions
Better understanding of current and changing needs, through customer, market and competitor insights
Access to quantitative insights into risk concentrations
Instant-access econometrics to understand future risk and opportunity
Calculation of expected credit losses to support IFRS 9