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