Roll Rate Analytic System (RRAS) - a multifunctional system for a credit portfolios analysis

Scientifically rigorous and based on transition matrix decomposition, RRAS is a highly accurate tool for a credit portfolios analysis. Business Systems Consult technology makes it possible to present a heterogeneous dynamic process of a credit portfolio behavior as a sum of stationary processes. This creates a sound foundation for standard statistical methods of analyzing and forecasting of a credit portfolio. RRAS is also an analyzing tool for scenario forecasting preferred by the leading MOs. Being built in the RRAS, this technology makes us unique for our clients: we can estimate macroeconomic effects on a business with great precision and provide clients with proven solutions to their forecasting and stress-testing needs.

Regulatory agencies’ rising demands to stress-testing of credit portfolios and banks’ internal forecast quality requirements are forcing business analysts to develop ever more powerful instruments. Business Systems Consult analytical solutions, a database of industry statistics for all retail credit products (mortgage, auto loans, credit cards, consumer loans, SME and microcredits), a team of highly professional experts with strong backgrounds in credit portfolio management allow us to satisfy these demands.