Portfolio Analyzer is a robust impairment solution for forecasting probabilities of default (PD), loss given default (LGD), and prepayments for all retail credit lending portfolios originating in Western European countries. The solution leverages retail credit data from the European Data Warehouse and Moody's Analytics highly regarded economic forecasts to produce predictive measurements of loan behavior.
Portfolio Analyzer (PA) provides clients with a rigorous modeling framework based on unique data, sound assumptions and validated results, to generate credible outcomes under different stressed scenarios. Our solution provides a transparent and consistent framework to meet organization-specific needs. Download the full documentation.