CRisMac D2D

Loan Default Predictive Analytics

CRisMac Distance to Default

CRisMac Distance to Default (D2D) analyses essential credit risks in the Finance world. Our software provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. CRisMac D2D is equipped to compute PD, LGD, EAD & K (Capital Charge) by using Statistical Models & AI techniques.



 
Crismac overview.jpg

Overview

The Distance-to-Default (D2D) approach introduced by D2K, considers Probability of Default (PD)on a continuum between 0 and 1, rather than in binary condition of 0 or 1. 


CRisMac D2D is equipped to compute PD, LGD, EAD & K (Capital Charge) by using Statistical Models & AI Techniques. Analyzing large pools of historical loan data available with Bank’s, Centralised Banking system (CBS) and external environment it predicts account wise Probability of Default (PD), Distance to Default (D2D) and Loss Given Default in each segment of Bank’s loan portfolio.

Features of CRisMac D2D

Prescient Model

D2K has also developed PRESCIENT, (Pre-sanction Intelligent Tool) to assess credit-worthiness of a borrower at Loan origination stage and assign exposure-specific Credit Risk score, by considering statistically significant and independent parameters. Book Demo Know More

 

Key Differentiators of CRisMac D2D

The Basel Committee has concluded that the issue of systemic risk is probably the most important and most difficult one confronted by the international regulatory community and that progress requires, among other things, a combination of better regulation and the inclusion of a macro perspective into prudential tools.


The objective is achieved by estimating system-wide Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) parameters for a retail portfolio with information that is representative of the system, both cross-sectional and for a relevant part of the economic cycle.

Crismac Differentiators_edited.jpg
 

CRisMac Range of Credit Monitoring Solutions

Other Products

CRisMac EWS

Early Warning System

Loan Default Predictive Analytics

CRisMac CMA

Credit Monitoring App

Credit Monitoring System

CRisMac D2D

Distance to Default

Loan Default Predictive Analytics

Our Services

Our services inform, upgrade, and deliver value for real-time business overviews.

Cloud Implementation Card.jpg
pexels-fauxels-3184311.png

Cloud Implementation

Introduce cloud implementation modules for cost-effective expansion of infrastructure and easy integration of new solutions.

project-support.jpg
pexels-fauxels-3184311.png

Application Migration

Migrate data warehouses and applications onto modernized platforms for faster processes and comprehensive analytics.

Featured Insights