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ALM Framework

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Credit Risk

PD Calibration- A Delicate Balancing Act

As discussed in our previous blog, PIT PD describes an expectation of the future, starting from the current situation and integrating all relevant cyclical changes & all values of the obligor... Read More

Credit Risk

Assisting a large UK bank attain IRB Compliance

Aptivaa developed several PD and LGD models for Retail and Corporate portfolios and delivered a strategic roadmap to the client to attain IRB Compliance. Read More

Credit Risk

Demystifying PD Terminologies

A key metric that summarizes the credit worthiness of a bank`s obligor is the Probability of Default (PD). Besides credit worthiness assessment and capital computation under IRB, PD is one.. Read More

Credit Risk

Development of default and recovery models for a mid tier bank in Canada

Aptivaa assisted the Bank in the development of PD, LGD, EAD models, preparing an implementation... Read More

Credit Risk

Independent validation & checking of the rating models for Corporate portfolios for a mid-size bank in USA

Aptivaa developed statistical PD model for Corporate portfolio of the Bank and supported in calibration of the... Read More

Credit Risk

Development of a Basel II A-IRB complaint framework for facility risk assessment for a large banking group in USA

Aptivaa built LGD models for the Bank's portfolio in Real Estate, Corporate Lending, Asset Backed Lending and Leasing. Read More

Credit Risk

Development of rating models for a commercial real estate portfolio in a large USA based Bank

Aptivaa's deliverables to the client included the review and validation reports of existing models, along with the... Read More

Credit Risk

Assisted a large banking group in GCC to achieve compliance with Basel II Credit Risk Internal Rating Based (IRB) Approach

Aptivaa helped the client in implementing Basel II Credit Risk IRB approach and assisted them in submitting their IRB... Read More

Credit Risk

Credit Rating Model Development for a major Bank in Africa

Aptivaa helped the client to generate quantifiable credit risk ratings for Corporate finance, Project finance and Structured Trade finance... Read More

Credit Risk

Development of Credit Risk Scorecards for Retail Lending portfolios for a large bank in Middle East

Aptivaa provided new Application scorecards to the client which significantly improved the performance statistics over the existing Bureau... Read More

Credit Risk

Development of Macroeconomic models for economic sectors of the bank and development of Economic Capital Model

Aptivaa helped the client establish the linkages of macroeconomic variables with economic capital through the use of... Read More

Credit Risk

Quality Assurance of the Credit Process and Credit Assessment in one the developmental banks in GCC

Aptivaa carried out a credit audit of client's credit processes, credit assessment and a review of their portfolio quality to identify the weaknesses in... Read More

Credit Risk

Annual review of the validation process for Wholesale Credit Portfolios for a large Bank in GCC

Aptivaa conducted successive independent reviews of the model validation work on several portfolios performed by the Bank's internal... Read More

Credit Risk

Vendor Selection and Automation of entire Credit Appraisal Process across Corporate Banking Division

A leading regional financial services group headquartered in Qatar and operates through its subsidiaries spread across MENA... Read More

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