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The year's best forecasters, 2009
The Sunday Times' rankings place Experian amongst the top ten forecasters for 2009.
The Insight Report
Our latest insight report, "The predicted impact consumers and business financial stress will have on the public sector", looks at the increasing pressures on finances in the public sector, as well as the need to have greater efficiencies and ‘do more with less’.
Portfolio stress testing
Stress testing is important from both a regulatory and a managerial standpoint. Basel II mandates certain portfolio stress tests alongside its prescriptions for capital approaches. Regulators might also want to see more rigorous stress testing over a longer period since this ability gives strong evidence of the lender's analytical capabilities.
Experian builds bespoke models linking your data on probability of default, exposure at default and loss given default to alternative economic scenarios, to quantify the impact that different outcomes will have on a client portfolio. This approach also lends itself nicely to the 1-in-25 year shock currently required under Basel II compliance.
We can provide a desktop Excel-based scenario tool with supporting reports, giving you:
- A template transferable across credit products, and across countries
- Transparency around the sources of risk in your portfolio in alternative scenarios
- More transparent modelling with the potential to release capital
- Knowledge transfer to in-house teams