Services
Advanced Data Analytics
We offer data collection, cleansing and remediation services. These constitute prerequisites for development of treporting backed to feed dashboards visualising the data.
Model Development
Model development constitutes one of key challenges in development of risk management frameworks due to the need of blending inputs from different domains (statistics, programming, data preparation and cleansing, business practices and ever increasing regulatory requirements).
We have experience is building models across a wide range of uses:
Regulatory IRB/IFRS9 (both in wholesale and retail)
Credit decisioning models (e.g. personal loans origination)
Collections and recoveries process improvement (e.g. self-cure models)
Model Validation
We have extensive experience in credit risk and data processing systems design. In conjunction with excellent knowledge about Basel III/IV and IFRS 9, these capabilities allow us to build robust and effective solutions that are compliant with relevant regulatory frameworks.
Continuous assessment of efficacy of quantitative models used by financial institutions is a key regulatory requirement. This includes validating the technical implementation by building shadow models. Furthermore, we can assist with setting up a validation framework. Finally, evaluating existing documentation is also part of our model validation cycle.