Risk Management

Our statisticians specialised in risks provide assistance to Risk-Management Departments implementing regulatory changes, by working in the areas of:

  • Project management support and oversight in an SAS environment
  • Designing and developing management tools
  • Modelling Basel parameters (PD, LGD, EAD, ELBE)
  • Back-testing and stress-testing of models
  • Calibrating models
  • Approving models
  • Designing and optimising lending models
  • Impacts and changes related to the IFRS 9 standard
  • Fraud detection
  • Detecting operational risks