Credit Risk Analytics

What We Do

Berkeley Research Group’s Credit Risk Analytics practice provides a range of service offerings grouped under three main streams:

Credit Modeling and Validation, Governance, Regulatory, Compliance and Capital Advisory

Credit risk model services range from data cleansing and building dual-credit risk parameters models—namely probability of default (PD) and loss given default (LGD) models—to credit portfolio management, decision making, capital estimation, stress testing, and regulatory preparedness.

Sovereign and Country Credit Risk Modeling and Advisory

Credit risk assessments for clients with direct international lending exposures, mostly to emerging or developing countries not typically covered by rating agencies. Berkeley Research Group’s services include client-requested custom analytics, such as development of sovereign frameworks, scorecards, models, methodologies, and valuation.

Credit Valuation, Rating Advisory and Credit Assessments, Structuring/Restructuring, and Litigation Expert Opinion

Our experts provide initial creditworthiness assessment and preparatory advice to clients as they seek to obtain ratings from credit rating agencies. Additional aspects of rating advisory work include the optimization of financing mix and capital structure to reduce cost of debt, rating defense and improvement, and detailed analysis of corporate transactions on ratings and cost of debt. As a natural extension of rating advisory and credit assessment services, we advise clients with structuring alternatives and analyze the impact of corporate transactions on credit risk parameters for structuring and expert opinion purposes. We also provide valuation of corporate and municipal bonds, structured deals and notes, tranches of RMBS, CMBS deals and CDOs backed by auto loans, student loans, healthcare receivables, home equity lines of credit for purposes of fair-market value estimation, portfolio acquisition, and quantification of damages.