A fresh take on risk and valuation

Start receiving our RegBrief straight to your inbox!


Credit Risk Modelling

The highest possible predictive power of your models
Designed to help Credit Risk Modelling Units

Bank’s competitive advantage to a great extent depends on modernity of models in use. Finalyse offers support in methodology choices, the development of scoring models for credit decisioning and monitoring purposes and their deployment. These models are built with respect for industry-leading methods, including Machine Learning techniques.

How does Finalyse address your challenges?

We take accountability for the entire model development process – starting from data preparation through exploratory data analysis and ending with model development and its validation on independent sample.

Holding true for all recommendations from European and local authorities, we guarantee the regulatory compliance of the model developed.

Control your model risk with Finalyse Credit Risk Modelling toolkit to bridge the talent gap and reduce implementation risks. 

Get all your questions answered
Contact us

Key Features

  1. A model developed to fit your needs. Having completed numerous model development projects for all kinds of institutions across Europe, Finalyse leverages on its vast experience and tailors the offer to each individual client.
  2. Finalyse Machine Learning Model Validation  Framework will help to ensure that your model performs as expected.
Can Soypak
Partner - Credit Risk Modelling / Credit Risk Model Validation Expert

Can Soypak is a Partner based in Finalyse Amsterdam with extensive track record in quantitative risk management. Can has successfully delivered and managed several projects on credit risk model development and validation for various regulatory purposes (IRB, IFRS 9, Economic Capital, ICAAP, etc.) across different geographies and different portfolios. He is currently assisting several European banks with the improvement of IRB/IFRS 9 models integrating the latest regulatory requirements.

Nemanja Djajić
Senior Consultant - Expert in ML Model Validation Framework

Nemanja Djajić is a Senior Consultant with more than 9 years of experience in credit risk modeling and data science area. He gained his experience through multiple roles in banking industry including the position of data science department director in one of the biggest banks in Eastern Europe. Nemanja’s main area of expertise lies within the development and validation of risk and business related models, using traditional or machine learning methodologies.

Maciej Jarosinski
Senior Consultant - ICAAP expert

Maciej is a Senior Consultant with 4 years of experience in credit risk model development and validation. Maciej has extensive knowledge of Pillar 1 and 2 related models gained on projects completed for clients across Europe and the Middle East. He was a vital part of projects focusing on Credit Risk Economic Capital model development, AIRB LGD model development, but also PD, LGD & CCF models validation under the IFRS 9 context.