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