From rating to the estimation of potential losses – our software products give you maximum precision in narrowing down the risks you face.

A strong basis for all our software models:
Our data pool.

If your portfolio comprises just a few financially powerful client organizations, chances are you’ll lack the historical (default) data to set up useful statistical models.

An effective solution is access to a data pool. It’s an approach used by leading organizations.

At RSU, we have created such a data pool, building on our rating clients’ data and expertise. The RSU data pool provides a comprehensive basis for all our software models and analytic processes. To our knowledge, it is unique across Europe.

Your advantages

While smaller data bases often integrate several asset classes in one model, the larger quantity of data in our data pool permits a higher degree of differentiation in modeling.

Our models remain more stable over time, thanks to the larger data base – a key advantage for your credit processes.

Our data pool is continually refined and updated; our expert teams regularly review and validate the underlying data.

We handle the central modeling process, a major part of model validation, and all central IT tasks.

You'll also find our statistical evaluations to be helpful in communication with regulatory and auditing units.

The pool approach has substantial cost advantages, as you'll be sharing development and operational expenses with other RSU clients.

You can rely on us for individual ratings and appropriate data protection at all times.

Need expert advice? We're here for you.

Measuring risk – assessing risk – managing risk:
Our products make a highly complex field manageable.

Let’s see how we can help you.

IRBA: Certainty and transparency with proven models

Lots of banks like to manage their equity requirements (RWA) in-house, even after Basel III/IV. In fact, the internal ratings-based approach (IRBA) essentially remains the same: As before, parameters such as “probability of default” and “loss given default” are determined based on samples.

Recently, two new EU regulations – the Capital Requirements Regulation (CRR) and the EBA guidelines on risk parameter estimation – have added complexity to the process: Now, samples have to meet defined minimum requirements for  to their depth and breadth; i.e., the period covered and the number of borrowers.

With software solutions by RSU RATING, you run an automated IRBA process based on our unique data pool. All our tools have the authorities’ approval; all have been tried and proven for many years and are continually refined and upgraded. Needless to say, we are there for you when it comes to regulatory inspections or ex-post reviews.


LB Rating supports you in creating, reviewing, and generally managing internal ratings in accordance with Basel III/IV. As a result, you’ll have standardized, objective analyses of creditworthiness at your disposal at all times, with the resulting score indicating the probability of default (PD).
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Ideal for users wishing to transfer their own rating procedures to an audit-proof IT platform. Rating-Flex allows you to integrate your own algorithms into our LB Rating tool and benefit from the complete range of functions.
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Loss estimation

As credit default usually concerns only a part of the amount owed, professional risk assessment always includes an estimation of losses. We have just the right toolkit for you.
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96% of our clients would recommend our risk measurement procedures to others.

Give uns a chance to convince you, too.

Questions? We’ll be happy to answer them.
Write to or call +49.(0)89.442340-0