QUANTOS has developed a comprehensive and flexible system for the monitoring of the credit risk by financial organizations. This system is based on the production of Monitoring Reports on a regular basis. The reports include tables, graphs, results of statistical analysis and significant findings.

The system has two components, the (Credit) Score Monitoring and the (Credit) Risk Monitoring.

Some examples of outputs are the following:

• Customer creditworthiness profiles (score distributions and comparisons across time).
• Monitoring of significant changes in the customers’ scoring (e.g. monitoring of population stability).
• General performance of the scorecard (criteria stability, monitoring of accept errors, cut-off limits sensitivity analysis, etc.)
• Scorecard usage statistics.
• Delinquency reports.
• Delay reports (Vintage analysis and roll rates, etc.)

The models and the reporting are different for private and commercial loans. Other dimensions can be added, depending on the customer’s strategy.