Credit Portfolio Rank Engine

Credit Portfolio Rank Engine

 
Our Credit Portfolio Rank Engine (MCC) is a tool focused in qualifying and evaluating the Credit Portfolio in order to determine its Ranking. Based on Credit Portfolio Rank MCC provides an estimated Loss Reserve. Both Portfolio Rank as well as Loss Reserve are computed under the standards provided by CNBV.


 
MCC evaluates the quality of Credit Portfolio considering the following evaluation items:
    • Financial Risk
      • Qualitative evaluation
      • Quantitative evaluation
    • Payment experience
      • Default rate
      • Postpone rate
      • Loss rate
    • Guarantees
    • Industry risk
    • Country risk
In a first scenario MCC computes the Credit Portfolio Rank following the guidelines established by CNBVAdditionallyMCC performs the calculation considering the Internationally Accepted Methodologies guidelines.  MCC is a parametric tool, consequently it is possible to adjust evaluation items under the risk management policies settled for the Entity.

 
 MCC determines the rating of the portfolio based on the result of evaluating each of the variables and the weighting of these in the model:

MCC determines Loss Reserve considering both the individual as well as the overall rating of the Credit Portfolio. Prudential criteria is followed on Loss Reserve computation.

MCC also has a Simulator in virtue of it is possible to manage conditions on Credit Portfolio in order to analyze proposed scenarios.
 
MCC in detail: Ver presentación.
 
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