The Analytical Cooperative

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Credit Scoring

This service involves the assessment of PD and / or LGD risk of selected obligors (or facilities) by The Analytical Cooperative on behalf of a client.

Scoring is typically facilitated through application of The AC’s own models in conjunction with review and additional analysis by our analysts though we are occasionally asked to employ client’s own models and methodologies.

The nature of the scoring exercise depends on a client’s specific needs and can range from obligor-specific scoring (where the score of each individual exposure is important) to portfolio scoring (where the aggregate result for all exposures combined is critically important but individual results are less important).

Typical needs can include:

  • Out-sourcing of “hard to score” cases
  • Transfer pricing input
  • 2nd opinion as an input to an institution’s overall evaluation process
  • To expand data set for a client’s internal model building or validation
  • To assist with checking appropriate model application
    • The deliverables from our scoring services can range from: the results (i.e. scores) only to results plus a brief report on strengths / weaknesses to results plus full report.