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PERSPECTIVE
Best Practice: Design and Development of Credit Scorecards
Best Practices Customization: Design and Development of Credit Scorecards Covering Retail and Wholesale Portfolios
CASE STUDIES
How an Ontario-based credit union gives supervisors an increased level of confidence in its capital position by using BBA's ECAPLeader
Best practice ICAAP models covering material risks
CASE STUDIES
How to develop hurdle rate for loan pricing
A RAROC that is above the hurdle rate creates value for shareholders, whereas RAROC below the hurdle rate destroys value
PERSPECTIVE
Designing Performance KPI’s for Relationship Managers in Corporate and Commercial Banks
Assign KPI's, offer incentives to corporate and commercial bankers using international best practices
CASE STUDIES
Using Economic Capital metric to measure Financial Institutions' performance
Economic capital remains the dominant risk metric for performance measurement and risk-based pricing that require greater granularity and consistency in the risk metric applied across the portfolio
CASE STUDIES
Industrializing stress testing: Learn how a large Ontario-based credit union chooses ScenarioFrontier
This case study show cases a step-by-step guide to implementing enterprise-wide stress testing capabilities
CASE STUDIES
Building out scenario generation capabilities and board reporting
Perspectives on the evolving role of enterprise-wide stress testing
CASE STUDIES
Linking macroeconomic scenarios with IFRS 9 and CECL satellite models
Three economic scenarios are required to estimate ECL under IFRS 9 rules, representing a most likely outcome (that is, central scenario) and two less likely scenarios on either side of the central, that is, upside and a downside. This case study outlines best practice approach to develop satellite PD, LGD and EaD models
CASE STUDIES
IFRS 9 and CECL Models' Validation
Best practice approach for IFRS 9 and CECL models' validation
CASE STUDIES
Models refinement: Approval of new risk models and material changes to existing risk models
Best practice approach for the reporting of validation tests and action plan for the refinement of under-performing models