We support our clients to assess, design and implement a robust credit risk management framework (governance, processes, models, data and reporting) to address regulatory requirements, best practices and risk appetite constraints.
This covers the topics below :
- A-IRB Internal model Development (PD, LGD, EAD / CCF)
- Non Performing Loan Management
- Forborne Loan Management
- IFRS 9 Impairment model (ECL, Staging, Forward Looking)
- Independent Model review or Model Validation process
- Model Risk Management
- Loan Origin Management
- Credit Risk Monitoring.
