Corporate & Retail PD models development, validation and implementation. This includes rating models specific to the portfolio segment e.g. Large Corporate, Middle Market, Contracting, Small Business, Commercial Real Estate, Retail Scorecards etc.
Periodic reporting to the Management on the performance of the model by creating standardized templates.
Review/refine models based on actual experience and provide recommendations on the scorecards to improve the accuracy and predictive power of the model.
Provide analytical support on the corporate portfolio.
Implementation of model risk governance framework in the bank.