Credit Portfolio
Management
What happens after you have said yes: how the account behaves, what it earns, and the early sign that it is turning.
Credit Portfolio Management Deliverables
Behavioural Scorecards
We build the models that predict arrears, default, attrition and performance across your existing customers, including the early warning indicators that a customer is entering difficulty.
Account Management Strategy
We design the strategies that govern an open account: limit increases, repricing, discount analysis, contact strategy and offer.
Low Default Portfolio Modelling
We estimate default risk on portfolios with very few observed defaults, combining the available data with structured expert judgement.
Monitoring Dashboards
We build live dashboards reporting the current credit position and the risk appetite metrics the board tracks it against.
Banking Case Studies
Independent validation of a Pillar 2A concentration add-on
A European bank needed to know that the capital it holds against concentrated lending would stand up to scrutiny, so it asked us for an independent view of the model behind the number.
Redeveloping every IFRS 9 model across two portfolios
A UK lender needed every model in its IFRS 9 expected credit loss suite rebuilt, at the point when the team that had built them was no longer there.
Frequently Asked Questions
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The test is whether the output reaches somebody with time to act on it. At Gini we build behavioural scorecards, early warning indicators and the concentration limits that frame them, then wire the output into monitoring your credit committee sees monthly rather than a report produced on request. Deterioration is flagged while a treatment is still available, which is the only point at which the signal has value.
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Arrears migration, utilisation and payment behaviour at account level, aggregated to the segments your appetite is written in, refreshed on the cycle your data supports. Concentration is measured by name, sector, region and product, and each limit is tested against what the book would lose if it bound. Where a monthly refresh is too slow for a portfolio, Gini says so and builds the feed that supports a faster one.
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Yes. At Gini we test whether each indicator actually leads the outcome it claims to predict, over what horizon and with what hit rate, because an indicator that moves at the same time as arrears is a report rather than a warning. Indicators that carry no independent signal are removed, which usually shortens the pack and raises the attention it gets.
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The same behavioural data drives staging under IFRS 9 and the through-the-cycle estimates behind internal ratings, so Gini builds one definition of deterioration and uses it in all three places. Where your early warning framework and your significant increase in credit risk test disagree about the same account, that disagreement is worth resolving before an auditor finds it.
