Experian’s consultants build customised models linking client account level portfolio data on probability of default, exposure at default and loss given default to baseline and alternative economic scenarios. Experian also have extensive experience of building risk, component (PD, EAD and LGD), and capital requirements models, taking account of both economic and non-economic factors. These models are designed and implemented to maximise value to clients whilst ensuring regulatory compliance. Experian also have extensive experience of building risk.
The economics consultancy team tailors Experian forecasts to cover a wider range of industry sectors, produce occupations and skills forecasts or forecasts for non-administrative boundaries like catchment areas or postal geographies.
- Customised stress tests
- Calibration services to incorporate macroeconomic variables in existing models
- Stress testing and loss forecasting models
- Stress tests and alternative scenarios for commercial and consumer portfolios
- Fully documented and transparent models and methodologies from an independent source to meet regulatory requirements