A top-down financial planning model for the Wealth division of one of Africa’s largest banks, which facilitates both top-down and bottom up planning through user-friendly, ring-fenced cloud-based web integrated tool both at a centralised and decentralised level
Developing a tailormade pricing tool unique for each division within an SOE that will aide financial decision making
ECL models training
Carrying out of Bank-wide executive, management and operational workshops on end-to-end credit-risk and pricing modelling, including IFRS9 implications for an international Bank specialising in trade finance
Business Risk beNCHMARKING
Detailed research and benchmarking into the local and international banking industry with respect of Business Risk assessment and modelling and usage at a strategic and operational level. This initiative looked at extent and degree to which leading-edge Banks monitored their own financial performance on a historical basis and as measured against material macro-economic factors – thereby providing a sense check for realistic forward looking planning
Credit Risk - EAD modelling
Design, develop, test and implementation of a facility level Exposure at Default model (EAD) model for an international bank – used to enhance the Bank’s inhouse credit risk management capacity and capability to screen and assess risk at both origination, monitoring, and restructuring phases of the credit life-cycle.
Credit Risk - LGD modelling
Design, develop, test and implementation of a client and collateral level Loss Given Default (LGD) model for an international bank – used to enhance the Bank’s inhouse Operations, Monitoring and Credit Risk management capacity and capability to screen and assess risk at both origination, monitoring, and restructuring phases of the credit life-cycle.
Credit Risk - PD modelling
Development of set of Client level Probability of Default (PD) models, covering: i) Corporate Clients, ii) Financial Institutions, iii) Sovereigns (specifically unrated) as well as facility PD models needed for iv) Structured Trade Finance, v) Project Finance and Balance sheet lending, as well as vi) Factoring and Invoice discounting
Business Risk model
Enhancing the Bank’s business risk capabilities through the development of a web-based empirical modelling and forecasting platform
ICAAP/ILAAP gap analysis
Project Lead on ICAAP/ILAAP initiative with European bank to: identify and prioritise gaps, and estimated cost to close them