Services

Projects

The nature of the consulting business is people business. Our consultants are trained and supported so as to promptly connect and to interface with the client. We see it as our mission to properly position ourselves within the client's organization and to promptly begin providing the value and solutions required.

Hurdles placed in the way of progress must be set aside, stumbling blocks need to be overcome, and this can be accomplished by our well-trained, highly motivated team of consultants.

Behavioral Score Cards and Basel 2 parameter validation projects


Behavioral Score Cards Basel 2 parameter validation

Retail Behavioural Score card validation executed in SAS code:

  • Score card computation testing
  • Audit of attributes of behavioural score card for Retail
  • Recalculation of the field and tables with score card
  • Documentation creation

Basel 2 issues, parameter estimation, validation and RWA calculation:

  • Standard Approach Non-Retail RWA calculation
  • IRB Advanced approach Non-Retail RWA calculation
  • Designing, implementing and testing of local Capital Adequacy (alculating engine)