Metrics provides industry-leading
Risk Migration Analysis software that helps financial institutions
actively manage credit quality and accurately forecast reserve requirements for Commercial and Retail Loan Portfolios.
of managing credit risk in todays complex regulatory environment
is driving lenders to demand increased rigor and accountability
within their credit quality analysis and reporting systems.
Migration Analysis enables lenders to:
behavior for a class of loans.
effectiveness of and compliance with existing credit policies
and risk scoring.
the risk-rating thresholds at which payoffs or recoveries diminish.
models for Probability of Default and Loss Given Default.
- Validate the reserve for future
Migration Analysis System is a powerful and intuitive tool
for analyzing risk and loss migration. Migration analysis can be
performed for any user-defined portfolio subset including acompanying
drill down to the obligor or facility level.