CreditAnalytics

Melanin Analytics · Credit intelligence
Risk Model Configuration

Model Parameters

Metric weights, scoring direction, and rating bands for PFinance.

Model metrics
24
Risk classes
6
Maximum rating bands
10

PFinance parameter catalogue

Metric Class Weight Direction AAAAAABBBBBBCCCCCCD
Debtors_Book_%Unit: Not specified Capital Structure 0.0500 <= 0.1000 0.1250 0.1500 0.1750 0.2000 0.2500 0.3000 0.3500 0.4000 0.4000
FCFF/Total IBDUnit: Not specified Capital Structure 0.0500 >= 0.6000 0.5000 0.4000 0.3000 0.2000 0.1000 0.0500 0.0250 0.0100 0.0100
Net_IBD/EBITUnit: Not specified Capital Structure 0.0500 <= 5 7 9 11 13 15 17 20 25 25
Tot._Liab/Tot._AssetsUnit: Not specified Capital Structure 0.0500 <= 0.4500 0.5000 0.5500 0.6000 0.6500 0.7000 0.7500 0.8000 0.9000 0.9000
CFO_NOPAT_%Unit: % Efficiency 0.0500 >= 0.8000 0.7000 0.6000 0.5000 0.4000 0.3500 0.3000 0.2500 0.2000 0.2000
Cost_of_DebtUnit: Not specified Efficiency 0.0500 <= 0.0900 0.0950 0.1000 0.1150 0.1300 0.1450 0.1600 0.1750 0.2000 0.2000
Employee_Cost_%Unit: Not specified Efficiency 0.0500 <= 0.3500 0.3750 0.4000 0.4500 0.5000 0.5500 0.6000 0.6500 0.7000 0.7000
Working_Cap_%Unit: % Efficiency 0.0500 >= 2.5000 1.7500 1.2500 1 0.8500 0.7500 0.6000 0.5000 0.4000 0.4000
CFO/Total_IBD_%Unit: % Liquidity & Solvency 0.0250 >= 0.2000 0.1750 0.1500 0.1250 0.1000 0.0800 0.0700 0.0600 0.0500 0.0500
Current_IBD_%Unit: % Liquidity & Solvency 0.0500 <= 0.2000 0.2250 0.2500 0.2750 0.3250 0.3500 0.3750 0.4000 0.4500 0.4500
Interest_Cover_%Unit: % Liquidity & Solvency 0.0250 >= 3 2.7500 2.5000 2 1.7500 1.5000 1 0.7500 0.5000 0.5000
Liq./Total_IBD %Unit: % Liquidity & Solvency 0.0250 >= 0.2000 0.1750 0.1500 0.1250 0.1000 0.0800 0.0700 0.0600 0.0500 0.0500
Cost_To_IncomeUnit: Not specified Profitability & Earnings 0.0500 >= 0.3500 0.3500 0.3500 0.3500 0.3500 0.3500 0.3500 0.3500 0.3500 0.3500
NOPAT_MarginUnit: Not specified Profitability & Earnings 0.0250 >= 0.6000 0.5000 0.4000 0.3000 0.2000 0.1000 0.0500 0.0250 0.0100 0.0100
Retained_Earnings_%Unit: Not specified Profitability & Earnings 0.0500 >= 0.6000 0.5000 0.5000 0.5000 0.4500 0.3500 0.3000 0.2500 0.2000 0.2000
Revenue_growth_%Unit: Not specified Profitability & Earnings 0.0500 >= 0.1500 0.1250 0.1000 0.0750 0.0500 0.0450 0.0350 0.0250 0.0100 0.0100
Bus. Model RiskUnit: Not specified Qualitative Factors 0.0250 >= 9 8 7 6 5 4 3 2 1 1
Management StrengthUnit: Not specified Qualitative Factors 0.0250 >= 9 8 7 6 5 4 3 2 1 1
Portfolio_QualityUnit: Not specified Qualitative Factors 0.0250 >= 9 8 7 6 5 4 3 2 1 1
Sector OutlookUnit: Not specified Qualitative Factors 0.0250 >= 9 8 7 6 5 4 3 2 1 1
EVA_ZARUnit: Not specified Size Discriminants 0.0500 >= 40000 35000 30000 25000 20000 15000 10000 5000 2500 2500
Net_Asset_Value_ZARUnit: Not specified Size Discriminants 0.0500 >= 80000 70000 60000 50000 40000 30000 15000 10000 7500 7500
Tot_Assets_ZARUnit: Not specified Size Discriminants 0.0500 >= 100000 80000 60000 50000 40000 30000 20000 10000 5000 5000
Total_Revenue ZARUnit: Not specified Size Discriminants 0.0500 >= 100000 80000 60000 50000 40000 30000 20000 10000 5000 5000

Rating columns show the configured cutoffs. Fractional values use four decimal places; whole numbers omit decimals. Hover over a cutoff to see its interval. Scroll horizontally to view every band; metric names and column headings stay visible.