Risk management systems (SAP, SAS, Oracle)

Lending management system (retail and corporate clients).

Collateral management system (CMS).

Business-process management (BPS PEGA)

Advanced risk management techniques (BASEL iii, IFRS 9 requirements):

• Developing optimal credit risk model calibration procedures (PD / LGD / EAD)
• Using survival analysis techniques for credit risk modeling
• Devising new frameworks for monitoring and validating credit risk parameters (PD / LGD / EAD)
• Introducing innovative economic capital stress testing procedures
• Developing new ways to quantify and deal with model risk
• Developing credit risk models for microfinance
• The impact of data quality on credit risk modeling

 
Business-process design and alignment

Seamless online integration with core-banking system, data warehouse, CRM, BI