Credit Bureau Operations
Comprehensive software systems, advanced analytics, and predictive scoring solutions for credit bureaus and financial institutions worldwide.
Software Solutions
End-to-end platforms for credit bureau data processing, portfolio management, consumer access, onboarding, and fraud prevention.
CBC System
Credit Bureau Collation System
Complete credit bureau core operating system covering back-office data processing and front-office reporting channels. Includes modules for data collecting, quality assurance, data mapping, collation, credit report generation (web, B2B, mobile, batch), customer service, and invoicing.
ProfitMax System
Profit Maximizer for Portfolio Credit Management
Enables financial institutions to manage credit portfolios of prospects and existing customers to maximize profit. Filters multiple variables and decision-tree rules using credit report data alongside institution-specified variables. Supports uploading and working with multiple portfolios simultaneously.
My Data
Consumer Credit Report Access Channels
Mobile applications for Apple iOS and Android, plus a web interface, giving consumers direct access to their credit reports. Financial institutions can configure decision-tree rules within the platform to prequalify consumers automatically.
Caltec Credit Factory
Web-Based Onboarding Workflow System
Web-based customer acquisition workflow for financial institutions featuring flexible workflow configuration, customizable credit policy with decision trees, a virtual credit committee approval process, and document templates for generating final product contracts. Includes automatic Email and SMS notifications.
Information Validation System (IVS)
Fraud Prevention & Detection
Reduces the risk of identity-theft fraud committed by individuals accessing services remotely or by telephone. The IVS constructs security questions using data from credit histories, historical location information, and vehicle data to validate the person's identity.
Analytics Services
Advanced predictive analytics and risk assessment solutions.
Predictive Score Models
Bureau-level behavior scores for consumers and corporations, plus specialized application and behavioral scores for microfinance, credit cards, loans, and telecommunications. Also includes attrition scores and collection scores for financial institutions.
Expected Income Capacity (EIC) Models
Predicts a consumer's expected income with a confidence range (minimum, most likely, maximum) by combining credit bureau data, vehicle ownership, social media sources, and employment history. Employs neural networks and Bayesian distributions.
Expected Loss / VAR Monte Carlo Simulator
Estimates expected loss for a financial institution's credit portfolio by calculating Value at Risk (VAR) through Monte Carlo simulation, powered by a predictive loss model.
Artificial Intelligence — Deep Learning Models
Advanced AI and deep learning capabilities applied to credit risk analytics.
Psychometric Risk Models (GPAS)
Risk-predictive models based on the Global Psychometric Assessment Scales using 69 psychometric questions mapped to 148 diagnostic criteria across 14 personality disorder scales and 8 clinical syndrome scales.
Predictive Caltec V-Score®
Strategic solutions for credit portfolio management by odds.
Caltec Scoring Technologies provides Predictive Caltec V-Score® solutions to global credit bureaus and the banking, financial, telecommunication, and commercial sectors. Founded in 2009, the company brings over 20 years of experience creating scalable software and analytics tailored for credit bureaus across seven countries: Oman, Uganda, the Dominican Republic, Ecuador, Jamaica, Honduras, and Haiti.
What Is the V-Score®?
A credit score calculated from consumer credit report data using linear and logistic regression methodologies. It measures the probability that a consumer will not have a default of 90 days or more in at least one credit within the next 24 months. Five categories of credit report variables support the model: Payment History, Amounts Owed, Recent Credits Performance, Credit Types in Use, and Credit History Length.
V-Score® Scale
The scale ranges from 150 (highest risk) to 950 (lowest risk), with a midpoint of 550 (1-to-1 odds, 50% probability). For every 40 points above 550, the risk odds are halved; for every 40 points below, they double.
How Is Credit Risk Measured?
Credit risk is expressed as "Odds" — the ratio between the probability of default and the probability of no default. A logistic regression equation produces coefficients applied to credit report variables, yielding a probability value between 0 and 1. This value is transformed through a linear equation into the Predictive Caltec V-Score® scale. For example, odds of 32-to-1 mean that out of 33 debtors, 32 (96.97%) are expected to remain current on their obligations over the next 12 months.
Benefits for Creditors
Fully informed risk-based decisions on prospects and customers.
Reduced operational costs and faster credit application processing.
Automated scoring systems aligned with business goals and product placement.
Strengthened Risk Management System (RMS) with daily, weekly, and monthly automated monitoring.
Immediate notification on credit risk variations for timely protective measures.
Minimized subjectivity in human judgment; objective and fair treatment for all customers.
Risk-based pricing that helps keep interest rates low in financial markets.
Benefits for Consumers
Faster credit approvals compared to traditional evaluation methods.
Reduced subjectivity promotes objective and fair treatment in the approval process.
Information errors are removed from the credit evaluation workflow.
More credit opportunities become available to consumers.
A higher V-Score® can lower interest rates, reducing overall credit cost.
Credit Portfolio Management by Odds
By combining the V-Score® probability tables with application and behavioral score matrices, credit analysts can design risk measurement systems that calculate expected profits and losses per customer or cluster over periods up to 24 months — enabling policies that maximize benefits while estimating associated losses in advance.
Basel 3.1 Compliance
The V-Score® supports Basel III regulatory compliance: calculating Probability of Default (PD), Expected Loss (EL), and Value at Risk (VAR); internal debtor credit risk ratings; and TIER 1 capital forecasting. It serves as an essential tool for banks implementing an Internal Rating Base (IRB) in basic or advanced mode.
Available V-Score® & ProfitMax Tools
- Global Predictive V-Score® for Consumers
- Global Predictive V-Score® for Companies
- Global Predictive V-Score® Telecom for Consumers
- Global Predictive V-Score® Telecom for Companies
- Predictive V-Score® for Affiliates — Consumer Loans
- Predictive V-Score® for Affiliates — Consumer Credit Cards
- Predictive V-Score® for Affiliates — Corporate Loans
- Predictive V-Score® for Affiliates — Corporate Credit Cards
- V-Score® Dynamic Risk-Based Pricing Tool
- Optimal V-Score® Cutoff Calculator to Maximize Portfolio Profit
- Expected Loss & VAR calculation — next 3 months
- Expected Loss & VAR calculation — next 6 months
- Expected Loss & VAR calculation — next 9 months
- Expected Loss & VAR calculation — next 12 months
- Expected Provision Amount — next 3 months
- Expected Provision Amount — next 6 months
- Expected Provision Amount — next 9 months
- Expected Provision Amount — next 12 months
- Risk Management System — periodical automated credit risk monitoring