ScorePlus offer advice and support for developing and reviewing many types of analytical and predictive models – striving for customisation which ensures each fulfils your organisation's need for a competitive edge.

We work with you to teach model development skills. We use tailored programmes and industry standard statistical software. Typical modelling assignments include:

•    individual product scorecards, predicting risk, response, attrition, propensity
•    customer-level scorecards
•    PD, EAD, LDG models for Basel II purposes
•    bad debt forecasting models
•    pricing and profitability models

Model review
We work with you to review the technical and business aspects of your models. We provide scorecard development guidelines for developing new models and audit-style frameworks, allowing you to conduct future self-evaluations.

ScorePlus conduct benchmarking studies, allowing us to guide you in setting minimum standards for the predictive power of models, reflecting model type and market segment.

Pioneering ideas
ScorePlus has developed a non-linear regression modelling package which will successfully project total portfolio movements, based on dynamic delinquency matrices data. These models focus on life cycle, new account and portfolio patterns to extrapolate past performance into future projections, allowing sensitivities identified by business managers to be incorporated into the forecast output.

Similar projection models developed by ScorePlus have successfully adopted Markov Chain methodologies.

The underlying techniques are described in two published papers by Gerard Scallan. These are available in our Reference Papers in our Resources section.