Consumer Credit Models

Moody's Analytics enables you to identify and understand the most predictive drivers of your consumer lending portfolio, allowing you to manage risk and opportunities confidently. Our Solutions account for origination and vintage quality, lifecycle component and prevailing economic conditions. They are fully documented, back-tested and leverage state-of-the-art modeling and analytical expertise from our experienced analysts.

Expert Consumer Credit Modeling Solutions

Portfolio Analyzer Solution: Robust impairment solution for forecasting probabilities of default (PD), loss given default (LGD), and prepayments for all retail credit lending portfolios. Loan-level models that leverage your portfolio data to forecast your performance.  Learn More.

• Estimate PDs, LGDs and prepayments under stressed scenarios.
• Assess future credit loss, capital estimates, and VaR contribution.
• Analyze loans and future originations, vintages and credit scores.
• Devise pricing and screening borrowers' risk levels at origination.
• Detect deterioration early with robust monitoring features.

Applications

• Profit and loss forecasting
• Scenario and simulation analysis
• Regulatory stress-testing
• Sensitivity analysis
• Benchmarking
• Investing
• Strategic planning

Key Features

• Coverage of all consumer lending product lines.
• Integrated macro and regional economic data.
• Monthly updated forecasts and scenarios.
• Expanded regulatory scenarios (CCAR, PRA etc.)
• Fully documented and transparent methodology.
• Runs on your desktop.
• Flexible and secure data entry/updating and exporting.
• Easily integrated with portfolio management tools.
• User-friendly interface.
• Access to economists and risk practitioners.
• In person events and timely webinars.