RDB Large Enterprise Model

• RDB Large Enterprise Model is a credit scoring model targeting medium-sized and large companies, uniquely developed based on the Corporate Business Database. Since the PD is worked-out as estimated figures, it enables to estimate credit risk of large companies accurately, which only have few default results.
• This scoring model adopts a logistic regression model based on statistical approaches using IR information of large companies added to the large-high quality data collected from the Corporate Business Database.
• On building this scoring model, RDB has kept the high standing performance of discriminating defaults as it is in the RDB Model. Our aim was to accord the model's calculation results to expert judgments. As a result, we achieved to balance both "discriminating power" and "sensory rank-ordering" on a high level.
• Using the RDB Large Enterprise Model in combination with the RDB Model, it will not only be the criteria of assessment of loans but may also be used as a benchmark of integrate ratings and for assessing syndicate loans in market sectors inside the bank.
• Software applications are provided along to calculate scores and PDs easily on a PC using this RDB Large Enterprise Model.