Q: What distinct innovation does RRAS bring?

A: Transition matrix modeling. RRAS has algorithms for presenting dynamic behavior of a credit portfolio as a set of stable processes. This makes it possible to observe and evaluate various factorsí impact, building an effective model.

Q: What is a vintage?

A: Vintage is loans grouped by a certain common characteristics. Loans within a vintage have some unique properties in terms of their quality, prepayment options, renewability. These properties are a result of grouping. Most groupings combine loans by region, pool them by pay-down time, interest rate and time of disbursement.

Q: How does your technology use vintage analysis?

A: All portfolio data must be generation-distributed. RRAS can give parameter estimates for whole portfolios or select generations of loans. Various effects become open to study, for instance, maturation, loan quality changes by generation and macroeconomic influences.

Q: My team already has vintage-based forecasts. How can your technology help me?

A: RRAS system comprises a whole range of methods, which are used in the automated model generator for credit portfolios. It has a multifunctional service for analyzing and assessing loan, market and strategy risks.