Design and develop a single quantitative credit risk rating engine that consolidates two separate rating methodologies (for underwriting and loan management) with probabilities of default (PD) and loss given default (LGD). The algos of the rating engine extend the Merton model with the real-time data of asset value and volatility. To support private equity investment decisions, the rating engine may be implemented as a real-time platform with mobile and Web components similar to VIHAG.
 
Email: info@yeswici.com