Development of a decision making strategy in the loan application process
- Development and validation of scoring charts based on machine learning;
- Development of alternative strategies (RBP);
- Customer base segmentation;
- Optimization of business processes within the loan conveyor.
Development of antifraud models
- Social relations of clients;
Loan portfolio stress testing
Quantitative analysis to determine possible fluctuations in the main macroeconomic indicators and to assess their impact on various components of the bank's assets .
Development of Expected Credit Loss (ECL) models under IFRS 9
Development of scoring models for calls (Soft Collection) .