Achieving Excellence in Credit Risk Management

Rockboro Analytics

Rockboro Analytics is an intellectual property services provider of high value-added tools and data to the credit and insurance markets.

Rockboro Analytics

Why Rockboro?

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Results Focused
Excellent Service
Extensive Expertise
Client Centric
Excellent Solutions
Leadership
The Team
Values
Rockboro offers extensive experience of successfully completing assignments involving all aspects of internal ratings systems and credit scoring.
At Rockboro we understand that it's impossible for our clients to predict all of their requirements for a given project, so, wherever possible, we offer to augment our services and provide further support free of charge.
Clients of Rockboro Analytics benefit from our global, country and sector specific expertise for all regions and industries.
At Rockboro, we view our clients as partners and our promise is that we are completely client centric with explicitly defined deliverables wherever possible.
Rockboro is committed to providing excellent solutions and service and to constantly innovating in partnership with our clients.
The management team has extensive skills and experience and together have a proven capability to deliver world-class solutions.
Results-focused, accomplished, well-rounded experts with diverse backgrounds and experience. Their talent, skill and character is valued by our clients.
Our clients come first. Our success is measured by theirs. Integrity, confidentiality, objectivity and discretion are paramount in all that we do. We strive to exemplify the highest standards of professional conduct.

Validation

The Rockboro team has an extensive history of successfully assisting financial institutions to achieve IRB recognition and meet their internal validation needs for almost a decade. While Rockboro brings specific expertise to the credit risk assessment of low-data sectors our team also has a long and successful track record of validating models and methodologies in all sectors including those (such as retail credit) that sometimes benefit from the presence of high volumes of default, loss and / or behavioural data.

In reviewing existing methodologies we typically not only focus on the analysis and interpretation of the data relating to performance of models but critically also examine:

  • The suitability and completeness of data for the methodology’s stated assessment objectives
  • The methodology’s “fitness for purpose”
  • The conceptual soundness of the methodology
  • The construction process undertaken
  • The extent of alignment with any third-party methodology, if appropriate
  • The process in place for ongoing surveillance and monitoring of the methodology
  • Completeness of documentation for complying with best practice internal risk management and preparing for IRB recognition

Rockboro aligns its validation assistance services to the particular needs and goals of each client. Services provided include:

  • A comprehensive review of the data, construction, conceptual soundness and performance of a methodology
  • A review of specific validation attributes (e,g, solely the conceptual soundness of a model)
  • A high level “health check” on a client’s internal validation process
  • Benchmarking services
  • Provision of a detailed guidance note for establishing or enhancing the internal validation process and protocols
  • Training on the application of the validation process.

Rockboro brings specific experience to dealing with the validation of credit risk assessment methodologies for low-data sectors (such as large corporates, financial institutions and specialised finance) where historical data is insufficient to train a model purely on the basis of data.