Application Scorecard for Digital Lender

The Challenge

A fast-growing digital lender faced stagnating approval rates while maintaining acceptable risk levels. Manual underwriting created bottlenecks, and their existing rule-based system couldn’t scale.

The Outcome

  • 8–12% increase in approval rates at constant risk levels
  • Manual review rate reduced from 18% to 6%
  • Model passed Model Risk Committee with no conditions
  • Full documentation accepted by internal audit
  • Deployed within 2 weeks of final sign-off

“Kassriel Quant’s team built our application scorecard from scratch in 12 weeks—fully documented, regulator-ready, and delivered a 10% uplift in approvals. The engagement included comprehensive governance documentation and Model Risk Committee sign-off.
— Chief Risk Officer, UK Fintech Lender”

IFRS9 PD Models for Point-of-Sale Lender

The Challenge

A high-growth point-of-sale lender faced auditor pressure to move from simplistic roll-rate methods to IFRS9-compliant models. With no existing PD, LGD, or EAD models, they needed a complete IFRS9 framework.

The Outcome

  • 5–8% reduction in preventable credit losses through more accurate provisioning
  • Models signed off by external audit with no qualifications
  • Improved capital efficiency – More accurate provisions released capital for growth
  • Regulatory-ready framework – Prepared for future FCA/PRA scrutiny
  • Team trained on IFRS9 ongoing monitoring and recalibration

“We brought Kassriel Quant in to validate our IFRS9 models ahead of external audit. Their challenger models identified two weaknesses in the existing PD calibration that we hadn’t spotted, improving audit readiness and reducing regulatory risk.
— Senior Manager, Risk Consultancy”

Collections & Recovery Optimisation

The Challenge

A debt purchase and collections firm used a one-size-fits-all collections approach, leading to recovery rates below industry benchmark. They needed segment-specific strategies.

The Outcome

  • 15–20% improvement in recovery rates
  • More accurate portfolio valuation – Better purchasing decisions at debt auctions
  • Collections cost reduction through more targeted contact strategies

“Kassriel Quant helped us move from a one-size-fits-all collections approach to intelligent, segment-specific strategies. They improved our recovery rates by 15–20% while reducing contact costs. What set them apart was their rigor—every segmentation decision was documented, validated, and audit-ready. They elevated our collections function to be more strategic and compliant.
— Managing Director, Debt Purchase & Collections Firm”