Banking Book Risk
Fintegral helps banks to design, implement and validate quantitative models to better identify and monitor risks arising from banking book activities. Our modelling experts support banks by combining industry-leading methods with tailor-made solutions: this allows our clients to satisfy regulatory requirements whilst building best-in-class internal models. Our experience covers the full spectrum of credit risk modelling, including IRB, IFRS 9, Stress testing and Credit Decisioning.
Examples of how we help our clients include:
- Model Design: We assist clients in developing or enhancing internal models (including scorecards, PD, LGD and EAD/CCF) to capture additional risks and reach regulatory requirements.
- Model Monitoring: We design monitoring frameworks that assure compliance with relevant regulations such as Basel II/III or the client’s internal standards.
- Model Validation: We support banks in validating models, both independently and alongside internal validation teams, which brings external experience and accelerates the model validation phase.
- Impairment Modelling: We assist clients in implementing the 3-stage model to fulfil IFRS 9 requirements in a reliable manner.
- Model Documentation: Our teams write clear and well-structured technical model documentation to ensure models are unambiguous and well understood throughout the bank.
C: Dilbagh Kalsi
D: +44 (0) 7703 788 016