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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

ECONOMIC CAPITAL, PERFORMANCE MEASUREMENT, MINIMUM CAPITAL, RISK PROFILE

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

STRESS TESTING, SCENARIO ANALYSIS, REVERSE STRESS TESTING

CASE STUDIES

Building out scenario generation capabilities and board reporting

Perspectives on the evolving role of enterprise-wide stress testing

ENTERPRISE RISK MANAGEMENT, STRESS TESTING, SCENARIO ANALYSIS, REVERSE 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

IFRS 9, CECL, IASB, FASB, PROBABILITY OF DEFAULT, LOSS GIVEN DEFAULT

CASE STUDIES

IFRS 9 and CECL Models' Validation

Best practice approach for IFRS 9 and CECL models' validation

IFRS 9, CECL, VALIDATION, GOVERNANCE, IASB, FASB, PROBABILITY OF DEFAULT, LOSS GIVEN DEFAULT, EXPECT

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

VALIDATION, GOVERNANCE, REPORTING

CASE STUDIES

Risk: Governance and Organization Design

Industry practice benchmarking for risk governance and functional design of risk organization

RETAIL, RISK, OPERATIONS, RISK MANAGEMENT

CASE STUDIES

Business-as-usual models governance

Designing model governance function and policies

VALIDATION, GOVERNANCE, REPORTING, RISK POLICIES

CASE STUDIES

Conjoint analysis to reposition and determine optimal pricing

Conjoint analysis for segmentation and development of value-based pricing

RETAIL BANKING, SEGMENTATION, VALUE-BASED PRICING

CASE STUDIES

Determining probability of mortgage pre-payment

How to meeting pre-payment challenge at the time of mortgage renewal for held-to-maturity and held-for-sale retail mortgages

RETAIL BANKING, MORTGAGES, PRE-PAYMENT