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New IRB Models’ Methodology Standards for an important client in NL

We worked closely with our client in order to utilise, up to a maximum level the Bank’s experience and the existing Bank’s policies, procedures and modelling practices. Every existing model methodology was assessed against regulatory and business requirements for maximising the Bank’s Basel IRB model’s compliance and business usage.
Finally, the new Basel IRB Methodology Standards were approved by the Bank in September with an extra compliment on the readability of the document.
Congratulations to everybody who participated in the project!

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