Qualifications
Independence, reliability, integrity and professionalism.
ICAAP Reporting Consultancy
- Analyzing the bank strategy
- Analyzing the bank risk appetite
- Designing of ICAAP policy and creation of exclusive template
- Analysis and review of the risk management structure
- Differences between Basel II Pillar 1 and Pillar 2 and the necessary steps to be taken to complete the process
- Defining the bank’s fundamental risks, determining analysis and measurement methods
- How to analyze the bank’s capital resources and distribution of these resources according to the profitability
- Stress test applications and methodologies
- Capital requirement and adequacy calculation according to internal capital sufficiency assessment
- Liquidity planning
- Review of processes according to the international best practices
- Review of processes and reporting according to regulators and best practices guidelines
Credit Risk Modeling and Validation
- Inspection of the credit model, assessment of delinquency definition and calibration
- Determining the relation between credit risk and operational issues and separation of their relationship via counterparty risk.
- Evaluation of model operation and performance with a sample size 20% of the total population.
- Evaluation of process adaptation.
- Evaluation of model assumptions, methods and expert observations.
- Determination of proper methodology after preliminary analysis of data by databased quantitative analysis.
- Full evaluation of the model’s explanatory capacity.
Reports
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