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How do you make credit estimation for Industries ?

Asked by jameel ahmed, 29 Apr '10 03:57 pm
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Since 1999, the RMA Capital Working Group has been conducting research to demonstrate to the Base! Committee how best-practice institutions estimate and assign economic capital. RMA believes that the 1988 Capital Accord should be revised to align regulatory capital with economic capital. RMA's research supports this goal. The group 's latest paper focused on retail products and is summnarized below. The complete paper and supporting data can be found on RMA's Web site.

Three broad types of economic capital (EG) estimation processes are used by the 12 banks participating in this survey:

1. EL-sigma approaches.

2. A structural model that directly employs loan default correlations (LDCs).
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Answered by Tasneem, 04 May '10 01:12 pm

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Most of the companies in a credit risk portfolio are small-mid size and non-security-issuing companies !! Infosys' Credit Risk Management solution simplifies Basel II implementation. The solution framework combines our Basel II engagement experience, technical expertise and industry-best practices to offer clients a comprehensive, modular, concept-to-implementation solution. It offers components that can be customized to your business and technology context:

Implementation framework
Business case development tool defines approach to credit risk management for opt-in banks (Advanced Internal Ratings Based - AIRB vs. Others)
Data requirements for various exposure types to estimate AIRB credit capital
Technical and Functional requirements along with Data Model
Report Templates
Testing strategy for back testing
Answered by Oberoi, 29 Apr '10 04:08 pm

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Recommendations on banking laws and regulations issued by the Basel Committee on Banking Supervision. For more details check :

Answered by RAJAN MHAMAI