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Development of the Retail and Business Banking Credit Capital monitoring framework

Credit Capital monitoring framework
RAS@IQ


Development of the Retail and Business Banking Credit Capital monitoring framework

Introduction:

Banks that use the Advanced Internal Rating Based approach to manage their credit risk have to monitor their credit models on a continual basis. Time constraints are one of the major issues in generating these sophisticated reports frequently across a variety of products. A tier 1 South African Bank’s CVM’s monitoring process required several enhancements to convert repetitive manual reporting into an automated process.

How we helped their business grow:

  • Using the latest technology and software and by applying specialised skills, we provided an automated solution that delivers frequently produced monitoring reports on 19 different products with minimum effort.
  • Enhanced the tests that gauge the performance of the credit models to a world-class level.
  • Reviewing of calculations used in various tests.
  • Documentation to support the automated solution.
  • Automation of the monitoring process.
  • Standardised report output and application of refined formatting techniques.
  • Catering for multiple products and the addition of new products.
  • Integration into the clients system landscape.

Fully automated model monitoring framework with:

  • Proper understanding of model monitoring tests.
  • Continuous engagement with the client.
  • Carefully planned and comprehensive approach.

High quality research on model monitoring reports:

  • Automation of model monitoring reports resulted in a significant reduction in time to produce the monitoring reports.
  • Monitoring reports were delivered in more than one medium.
  • No human error.
  • Improved results.

Our approach:

Development of the Retail and Business Banking Credit Capital monitoring framework

Documentation to support the automated solution.


Development of the Retail and Business Banking Credit Capital monitoring framework

Standardised report output and application of refined formatting techniques.


Development of the Retail and Business Banking Credit Capital monitoring framework

Catering for multiple products and the addition of new products.

Benefits to client:

Development of the Retail and Business Banking Credit Capital monitoring framework

Continuous engagement with the client.


Development of the Retail and Business Banking Credit Capital monitoring framework

Carefully planned and comprehensive approach.


Development of the Retail and Business Banking Credit Capital monitoring framework

Improved results.

Want to grow your business?

Contact us