Retail Clients _____________________________________________________
We are specialists in the area of retail credit risk stress testing, leading the market in developing and applying clear, evidence based approaches to assess the impact of recession on credit risk outcomes. Volterra are uniquely positioned to understand how the economy has impacted credit risk in the past and how best to model impacts in future economic scenarios. Whilst we are strong in quantitative and analytical skills, we also know the importance of clear and transparent communication, an approach that is serving well for our clients.
Volterra have worked across both Pillar I (data handling, analysis, segmentation and modelling building) and Pillar II (stress testing and capital planning). Recently the demand for our services has broadened as lenders seek to forecast credit risk outcomes and apply scenario analysis around the impact of recession circumstances.
We have experience of this in all products areas, having performed large projects on both mortgage and unsecured portfolios (including unsecured loans, credit cards and current accounts). Recent projects in the unsecured area have allowed us to develop an expertise in understanding economic impacts in the context of the significant changes these markets have experienced.
For an insight in to the work Volterra has carried out for clients, please read our financial services,
case studies overview.
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Stress Testing for Retail Credit Risk...
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