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Review of Credit Policies, Identification of risks emanating in various credit portfolios of the Bank
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Analysis of portfolios (Risk drivers – ratings, scores, delinquencies, roll rates, cure, collection efficiency, churn, concentrations, ECL)
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Monitoring of external environment (macro-economic, regulatory, industry) and its impact on the Bank’s portfolios to drive risk decisions.
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Development of credit models enabling predictive analysis of risks in the Bank’s lending portfolios.
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Development of Parametrical Risk Dashboards for Senior Management
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Closely monitoring performance of existing and new portfolios and comparison with peers
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Reviewing products launched in the credit segments of the Bank and providing relevant risk recommendations.
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Develop and monitor effectiveness of scorecards and risk models for consumer and commercial banking portfolios.
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PD / LGD / ECL modelling for Commercial & Consumer portfolios