Client Successes A snap-shot of some of our client successes in Risk Management Services: Market Risk Management A leading auto finance company faced major portfolio losses due to unprecedented macroeconomic changes. With no historical reference available, Genpact employed correlation-analysis to put the losses, and the changes that led to them, into actionable context. Based on current and lagging macroeconomic indicators identified, a multivariate time-series regression model was developed. Stress-testing further allowed for manual adjustment of any future perceived change in indicators. The final result was an automated tool able to perform what-if-analysis for different macroeconomic scenarios and losses. Macroeconomic projections helped adjust the forecast for short-term overall loss. Credit Risk Management A global consumer finance company with $160 billion in assets was experiencing changes in customer usage patterns and risk profiles along with changes in business strategy. To provide the right credit line to the right customer, Genpact did a portfolio-segmentation breakdown based on customer spend, revolving behavior, future consumption propensity and risk profile. Credit line adjustments based on business constraints, customer need and seasonality opened the way for an annual increase in sales of $8.2 million. Operational Risk Management A retailer was experiencing double the fraud rate on online transactions compared to its physical store transactions on large portfolios. Genpact analyzed online spend pattern to isolate significant fraud predictors upon which referral/denial rules could be formulated. Rules were based on factors such as transactions velocity, cumulative-dollar purchase (both historically and over the last 24 hours), fraud score and tenure of account. Revisiting rules and strategies quarterly yielded a 30 percent overall reduction in incidence, and a 48 percent drop in dollar internet fraud rates.