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 S&P Global Market Intelligence (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.