Training on modelling fundamentals December 17–18

About ACRA RM

ACRA Risk Management is a subsidiary of Analytical Credit Rating Agency (ACRA). The company offers modelling and validation services, stress-testing, development of analytical reports and research. The aim of setting up the subsidiary was to distinguish non-rating services from the rating services offered by ACRA in accordance with the best international practices and requirements of the Central Bank.

Products

Validation

The validation service allows you to evaluate the model’s quality based on both the client’s database and our own. ACRA RM offers quantitative and qualitative validation of IRB, IFRS9 and other models aiming to support the decision-making process.

Modelling

ACRA RM develops a huge variety of models based on either the client’s database or our own. ACRA RM staff has a long-standing experience in developing models for banks, insurance companies and large, non-financial corporations.

A-SCORE

A-SCORE is a modern and contemporary tool that evaluates a counteragent’s probability of default including point-in-time probability of default. The output can be used in the approval of loan applications, developing limitation and reserves policies, and to monitor the quality of your portfolio.

Stress-testing

The ACRA RM staff can help you to evaluate the impact of changes in risk factors on financial statements based on exclusive but probable events. The probability of those events occurring can also be evaluated.

Research

ACRA RM can provide you with a variety of reports and research concerning credit risk management in different industries and economic sectors.

Training

The ACRA RM staff holds training sessions on rating modelling. The aim of these sessions is to form the basis of analytical and practical tools for the further development of rating models. For additional information, please visit https://acra-ratings.ru/trainings

Contacts

Olesya Shekholtseva
Partner
+7 495 287 70 55
olesya.shekholtseva@acra-rm.ru

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