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