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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
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
CASE STUDIES
Risk: Governance and Organization Design
Industry practice benchmarking for risk governance and functional design of risk organization
CASE STUDIES
Conjoint analysis to reposition and determine optimal pricing
Conjoint analysis for segmentation and development of 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