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Monitoring Systems

This area includes activities, tools and procedures for assessing the accuracy of predictive model estimates and for expressing an appraisal on the predictive ability and overall performance of a scoring system implemented in any company context.

The monitoring activity is compulsory for credit institutes which use an Internal Rating system for assessing credit risk, and is equally important for marketing divisions which also base their strategies on indications supplied by statistical models for identifying customers to approach.

Our intervention is carried out via a series of validation processes of a quantitative nature. These procedures are based on companies’ current and retrospective data and are created using statistical techniques which allow us to monitor continuously over time the robustness performance of the used predictive models, and the appropriateness of the estimates which are derived from them.