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Risk Policy Improvements' 23 - Coggle Diagram
Risk Policy Improvements' 23
Relative caps instead of Hard Caps
BWA
number of installments repaid
first time loan etc.
public PD
portfolio size
Approach:
Forward looking revenue projection
Repayment index to model remittance rate
Approach:
a normalized counter / repayment index
based on number of installments etc.
factor recency into account
how does repayment performance vary with the number of loans
How stable is our debt capacity?
Can we cluster by business model?
Approach
K-means clustering on financial KPIs
Crefo past defaults learning exercise
approach:
source alternate data for customer base
are we rejecting the right customers
is our tenor algorithm reducing the duration for the correct customers?
tailouts / extension to maturity
late interest
need to adapt (Type 2 restructurings such that Gräf RA has a guideline) [FG]