Services
Solutions Overview
Retail Credit Risk
Market Risk & Anti Fraud
Financial modeling
Technologies we offer
"If a man goes into business with only the idea if making a lot of money, chances are he won't. But if he puts service and quality first, the money will take care of itself. Producing a first-class product that meets a real need is a much stronger motivation for success than getting rich."
Joyce C. Hall (1891 - 1982) Hallmark, Inc.
Financial modeling
This linked our consultants to the banks need to establish a credit portfolio management incorporating the triple impact of micro-macro economical factors, capital adequacy - profit trade-offs.
All of these included the development of tools referring to portfolio modelling derived from the tight combination of both knowledge of finance-business cases and IT programming for data extracts and computation. Part of the project is the introduction of modules for parameter calculations to internal banking systems, their connection to
the relevant historical existing data and creation of risk management procedures. These are inevitable input into the portfolio valuation where performance and risk need to be constantly measured and viewed from the "bigger picture in mind", default probabilities-risk mitigation, investment and macro factors. Particularly can be Retail Credit Risk Solution illustrated as one of the major project requested by the Basel II accord which requires the implementation of credit risk management in all banks.
Expertise we offer:
- The advanced data collection required and data management control
- The Capital Adequacy calculation has been derived from both exposures on-balance and off-balance
- Volatility adjustment has been computed with respect to collateral type, Liquidation period and Currency Mismatch. All eligible collaterals have been taken into consideration
- LGD has been optimized, which resulted in a smaller Capital Adequacy the bank has to create
- Average LGD calculation (fully consider Real Estate Collateral, Financial Collateral that enables computing, smaller LGD in comparison with Basel I)
- Calculations and verifications of (Probability of Default, Expected Loss, Correlation, Unexpected Loss, drivers for Lowering Capital adequacy)
