One of the fundamental aspects of credit risk management and administration is the incorporation of models that “adequately” capture the deterioration of the portfolio and that allow to minimize future losses. This article presents the implementation and design of the Loss Risk Management (LRM) information system that quantifies the monetary losses that financial sector entities could face if debtors do not fully and timely comply with the payment of obligations. This quantification allows anticipating a possible materialization of the loss and, therefore, avoids the detriment of the capital of financial institutions. © 2021, Associacao Iberica de Sistemas e Tecnologias de Informacao. All rights reserved.