Chusho Kigyo (SME) CreditModel

• Out of RDB's scoring models calculating the PD from financial statements and qualitative information on range of firms, the models which the process and the result has been authorized by Standard and Poor's (S&P), are offered as "SME Credit Model".
• On times of yearly validations, S&P and RDB make objective judgments whether a model revision is needed in each case.
• The model building process is based on the large-high quality data collected from the Corporate Business Database. The model's methodology and the results of validation are supplied every year.
• In the model-building process, RDB has achieved to clear out all the arbitrariness and ambiguities.
  Since the default odds are worked-out as estimated figures, it may be used to estimate PD parameters with the IRB approach.
• The PD is not just highly accreted; it also uses a model building logic which aims to maximize the discriminating power on defaults. This is why SME Credit Model is utilized widely as standards for assessment of loans.
• There are also many satisfactory results on assessing risks of securitization products such as CBO and CDO.
• Software applications are provided along to calculate scores and PDs easily on a PC using the RDB Model.