CRisMac D2D


CRisMac D2D is equipped to compute PD using Statistical Models. Analyzing large pools of historical loan data available in Bank’s Transaction Banking system (CBS) it predicts account wise, the Probability of Default (PD) and Distance to Default (D2D) in each segment of bank’s loan portfolio


  • PD / LAD / D2D are computed using contemporary extant guidelines as applicable.
  • Account-wise; Sector wise; Segment-wise predictions possible at a click.
  • CRisMac presently boasts of 85% accuracy in these predictions.
  • The computed PDs can also be applied to compute Risk Weights through the FIRB method.