Basel IRB Model Development and Validation

The implementation of the Basel Advanced Internal Rating Based (AIRB) framework is already a remarkable challenge for the banking landscape as methodologies for the determination of capital requirements are quite demanding and challenge the skills and knowledge of credit risk departments. Our consultants have delivered AIRB projects at a full scale for large, medium and […]

IFRS9 Model Development and Validation

International Financial Reporting Standard 9 (IFRS9) is one of the major regime changes in risk and finance of the last few years. IFRS 9 changed the way of classifying and measuring financial assets and introduced a revised modelling approach for impairments. To help banks get ahead, we have developed complete advanced modelling solutions which could […]