Client: Global Banking Group
Mission: Revising AIRB methodology
Infotonomy was deployed by a Global Bank to redevelop a set of modelling standard policies and practises for making the Bank fully address all TRIM findings and being compliant against the most recent regulatory and market requirements.
We worked closely with the Bank’s teams for fully utilising the Bank’s experience and the existing Bank’s policies, procedures and modelling practices. Every existing model methodology was assessed against regulatory requirements and Infotonomy’s optimal approach for maximising compliance against regulatory requirements and industry best practices.
Finally, we helped the Bank to deliver the following:
- Comprehensive model standards with appropriate policy rules and best practices
- An advanced modelling approach compliant against regulatory and business requirements
- Templates for modelling departments for ensuring compliant documentation and models
- Transfer the knowledge and prepare the Bank’s implementation and development teams for the next stage