Client 2

Mission: International Bank

Case: Redevelopment of PD models

Infotonomy was asked by the bank to participate, as an external solutions provider, to the development of the new AIRB PD models for the corporate portfolios based on the regulatory requirements and guidelines.

Responding to this request we have been fully responsible for the following:

  • Interpret the high-level project plan of the bank to a granular and more comprehensive plan with specific milestones (tasks, deliverables, responsibilities, delivery dates, status, etc.).
  • Propose a fully compliant and advanced modelling approach.
  • Manage the project (Make sure that the deliverables will be confirmed against timelines and quality assessments).
  • Manage the relationship between the development team and the project stakeholders (Inform governance committees, communicate deliverables, challenges, solutions to business stakeholders)
  • Review and assure compliance against regulatory and business requirements.
  • Prepare the bank’s systems and teams for the models’ implementation.
  • Provide training to internal team and stakeholders when it is needed.