CPMoksha offers a suite of credit risk modelling expertise covering all aspects of portfolio and Basel Modelling which goes beyond the obvious sources of credit risk. For most financial institutions, loans are the largest source of credit risk but we also cover other sources of credit risk both on and off the balance sheet. In addition to this, we provide bespoke modelling for products, activities, and services that could expose a bank to credit risk, for e.g. credit derivatives, foreign exchange, and cash management services among others.

• Scorecards for acquisition, Behavioural, Collection, Fraud
• Basel Models - PD, LGD, EAD
• Be-spoke modelling approach for low default portfolios
• Modelling requirements as per Basel 2, 2.5 and 3
• Counterparty Credit risk covering CVA modelling, IMM Modelling, Wrong way risk
• Sovereign / Sub-sovereign Risk Modelling