Credit Scoring
Rockboro undertakes all aspects of credit scoring on low default sectors and SMEs.
This can range from Rockboro employing its own proprietary methodologies to evaluate the default (PD) or loss (LGD) characteristics of an obligor to effectively operating as an extension of the client’s credit assessment team through application of the client’s own in-house PD and LGD methodologies.
The outcomes of credit scoring can be limited to only the final scores or can be as extensive as a full credit-assessment write-up with detailed analysis of all risk characteristics of the obligor or facility. The scope of outcome depends upon the wishes and goals of the client. Rockboro works with its clients to align the scope of the exercise with the client’s desired objectives.
In some cases, depending on the nature of the exercise concerned, clients will be more interested in the overall credit profile of a portfolio rather than the specific accuracy of scores for each individual obligor in that portfolio. To meet such needs, Rockboro has developed relevant processes and techniques for efficiently and cost-effectively assessing portfolios of broadly homogeneous obligors to an appropriate level of precision.