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Caselets

i-flex has successfully executed several projects in Basel II compliance, IRB analytics and Credit Risk.

A modeling engagement for one of the oldest and largest commercial banks in Saudi Arabia. The project involved - review and validation of existing pooling and defining pooling logic for its retail portfolio; defining estimation algorithms for IRB parameters, including data extraction and computation of PD, LDG and EAD.
A Basel II IRD data gap analysis and credit risk best practices engagement for one of the top banks in Malaysia and its overseas subsidiary in Hong Kong. The project involved - looking at data elements from an IRB capital estimation perspective, studying the credit risk rating systems, processes and procedures and models from an IRB best practice requirement.
IRB assignment with an international specialist banking group based in South Africa. We developed a business architecture of credit risk from the Basel perspective, covering asset classifications, collateral management, limit management, assessment of risk models from the IRB perspective and estimation of PD for the corporate credit model.
Basel II preparedness for a mid-size Chinese Commercial Bank covering credit, market and operational risks. A road-map for Basel II compliance was also drawn.
Basel II data management for the world’s largest banking group in London and New York.



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Last updated on : 31-Dec-2007
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