Case Study: Leading International Bank achieves Basel II compliance and robust PD models with Experian

Developing sophisticated risk models to meet the latest Basel II compliance requirements

The client is a leading international bank serving more than 50 million customers worldwide that faced a major regulatory challenge: to meet Basel II requirements it needed accurate probability-of-default (PD) models for key portfolios but was constrained by intensive documentation demands, multiple internal methodologies and stakeholders, aggressive deadlines and limited in‑house resources.

Experian Decision Analytics partnered with the bank, performing a comprehensive gap analysis, enriching and pooling data, designing and implementing PD modeling methodology and segmentation, and providing quantitative and qualitative validation and full documentation. The engagement delivered robust PD models for mortgage and low‑default portfolios, satisfied Basel II requirements, met tight deadlines, and left the bank with documented, compliant processes and greater confidence in ongoing regulatory compliance.