This two-day training course provides an overview of CECL (current expected credit loss) provisioning methods and how to develop such methods using existing internal models for probability of default, loss given default, exposure at default, and stress testing. Attendees will learn techniques for satisfying CECL requirements and see various tools that can help design CECL solutions tailored to their institutions. The course aims to help participants understand the regulatory changes and build required risk models with minimal rework by leveraging currently available data and models.
Sample Report On Advanced Finance for Decision Makers By Global Assignment HelpAmelia Jones
Sample Report on Advanced Finance for Decision Makers By Global Assignment Help.It can be concluded that the finance is crucial aspect for business because it directly affects its profitability and opportunities of the growth. Organizations are required to manage these elements in a proper manner to enhance value of business
Short overview of decision analysis in project management; project decision analysis workflow; introduction to psychology of judgement and decision-making in project management.
For more information how to perform schedule risk analysis using RiskyProject software please visit Intaver Institute web site: http://www.intaver.com.
About Intaver Institute.
Intaver Institute Inc. develops project risk management and project risk analysis software. Intaver's flagship product is RiskyProject: project risk management software. RiskyProject integrates with Microsoft Project, Oracle Primavera, other project management software or can run standalone. RiskyProject comes in three configurations: RiskyProject Lite, RiskyProject Professional, and RiskyProject Enterprise.
Sample Report On Advanced Finance for Decision Makers By Global Assignment HelpAmelia Jones
Sample Report on Advanced Finance for Decision Makers By Global Assignment Help.It can be concluded that the finance is crucial aspect for business because it directly affects its profitability and opportunities of the growth. Organizations are required to manage these elements in a proper manner to enhance value of business
Short overview of decision analysis in project management; project decision analysis workflow; introduction to psychology of judgement and decision-making in project management.
For more information how to perform schedule risk analysis using RiskyProject software please visit Intaver Institute web site: http://www.intaver.com.
About Intaver Institute.
Intaver Institute Inc. develops project risk management and project risk analysis software. Intaver's flagship product is RiskyProject: project risk management software. RiskyProject integrates with Microsoft Project, Oracle Primavera, other project management software or can run standalone. RiskyProject comes in three configurations: RiskyProject Lite, RiskyProject Professional, and RiskyProject Enterprise.
Analytics for effective investment in early stage diamond projectsJames AH Campbell
Analytics for effective investment in early stage diamond stage diamond projects.
Dr S Coward and JAH Campbell
SAIMM Source to Use Diamond Conference
June 2021
HOW TO DEVELOP BUSINESS STRATEGY_ICT MODEL_Dr. TALAAT REFAATDr Talaat Refaat
In the frame of the rapid growth of NGC, specially while trying to gain subcontracts with AT&T after the later had won a huge contract with the Ministry of Post, Telegraph & Telephone (PTT); now it is “Saudi Telecom Company” (STC), KSA http://www.stc.com.sa/ The contract includes Telephone Exchanges to provide 1.5 million telephone lines, Transmission and junction links, Information Systems, Subscriber radio network, Training Facilities and programs... etc. The total contract value is three billion and nine hundred fifty one million US dollars. In the frame of these circumstances the following tasks have been conducted:
A study titled "Business Strategy for Business Development Sector";
The Directors, Departments and Projects managers needs to Improve the
Decision Making Process have been identified,
The material for the following topics were prepared:
Project Awareness and Definition Course, Network Analysis Course; Project
Management & Control Tools, Quantitative Approaches to Management Awareness; Decision Support Systems (DSS) Awareness; Procurement Methodology Awareness and Writing the Wining Proposal Awareness;
A training room equipped with recent H/W , S/W, and devices had been established;
A two months courses and awareness including the mentioned topics have been taught for about 15 Directors, Departments, and Projects Managers of NGC;
Professional Presentations explaining complex concepts and ideas through highly developed communication and presentation skills have been done for NGC clients as well as NGC Projects Managers.
Digitizing SMB loans: Overcoming speed and borrower experience concernsLibby Bierman
Banks and Credit Unions can take a look at digitizing their business lending process, with the advantages of both improving the borrower experience and increasing scale.
HVCRE (high volatility commercial real estate): A PrimerLibby Bierman
In this webinar from Sageworks we cover the definition of High Volatility Commercial Real Estate (HVCRE) and best practices for mitigating concentration risk at banks and credit unions. Access this and other webinars at https://www.sageworks.com/banking/resources/bank-webinars/
In a recent poll, 42% of bankers indicated that commercial real estate is the primary focus for growth in the loan portfolio. At the same time, regulators are concerned that CRE may be overheating as lending standards have eased and CRE portfolios have experienced significant growth.
Lecture Outline
• What is Business Analysis
• Stakeholders
• Lifecycles
• What are requirements
• Transforming requirements
• Finalizing requirements
• Requirements communication
• Managing Requirements Assets
• Required skills for a Business Analyst
Lecture Objectives
The core of value in any business centers around Return on Investment (ROI). ROI is the weight of the business value or benefits, calculated as increases in revenue or decreases in cost, over the cost of implementation.
When it comes to cost, most organizations focus on technology costs, and forego the other business-related costs, such as stakeholder involvement, in determining ROI.
The objective of this seminar is to spread awareness about Business Analysis profession, how essential the role of Business analyst (BA) to most organization or government entity, and demonstrate how a BA actively focuses on reducing costs which can be measured in following ways:
• Reduction in rework — if you help focus the team on the right requirements, then there should be reduced amount of unnecessary change. But many projects are plagued by change because requirements are not well understood. This kind of change is waste. BA can help.
• Reduction in requirements churn —Stakeholders’ time are valuable, but without someone in the business analyst role, stakeholders might spend excess time in unproductive discussions. BA can help drive an efficient decision-making processes, document discussions, reducing the amount of time spent rehashing previous discussions.
• Discovering more cost-effective solutions and Prioritize them – Prioritization ensures focus on value.
Lecturer’s Biography
Mr. Joseph Maarouf Abboud is an experienced Project Manager with over 20 years of success in leading projects in Information Technology, and business management.
He has a Master degree in project management from University of Salford, Manchester, UK; PMP, PMI-ACP, and ITIL certifications in addition to a BS degree in Software engineering.
Mr. Abboud is a Business strategist, he has planned and managed multimillion-dollar projects aligning business goals with technology solutions to drive process improvements, competitive advantage and bottom-line gains.
He also managed projects for public and private sectors in USA, OMAN, Kuwait, and Lebanon, with key emphasis on Project Management, Business Analysis, Quality Management, and Risk Management
About project management, project selection
To select the particular project from several projects through which achieved the organization goals and objectives.
A two page overview of the IIBA BABOKv3 showing Knowledge Areas + Tasks + Elements + Input/Output Create/Read/Update/Delete activities + Techniques + Underlying Competencies.
Helpful for general overview and assistance preparing for CBAP + CCBA exams.
Migration Analysis: The Way Forward for an Effective ALLL.
Financial institutions will learn about using migration analysis as a methodology to calculate their ALLL. The content covers: the process of migration analysis, how the methodology is viewed by regulators, challenges financial institutions face in implementing the methodology, benefits of using migration analysis compared to other methods, and an overview of recommendations for a financial institution considering implementing migration analysis.
Learning Objectives:
1) To understand what Migration Analysis is, and its role in calculating the ALLL.
2) To understand how Migration Analysis differs from other methodologies used in calculating a financial institution’s ALLL.
3) To gain an understanding of how Migration Analysis works within a loan portfolio.
4) To identify key requirements a financial institution needs to implement Migration Analysis, and how they can pose challenges.
5) To learn how Migration Analysis is viewed by regulators/regulation.
6) To identify the key benefits of using Migration Analysis over other methodologies.
7) To identify preparations a financial institution can take to transition from an existing methodology to Migration Analysis.
8) To understand how the advent of automated solutions has simplified Migration Analysis for financial institutions.
GICT Certified Predictive Modeler (CPM) course covers the concept of business analytics with more focus on predictive analytics
Find Out More : https://globalicttraining.com
Project: definition, types and importance, phases of the project,
project identification, sources of idea generation, selection,
feasibility studies, formulation and project report, appraisal,
implementation, evaluation, and control.
Setting up a small business enterprise: identifying the business
opportunity- the importance of creativity, opportunities in various
sectors, stages for setting up of a small enterprise, Concept of
elevator pitch.
Business plan: meaning, Objectives, preparation.
CECL - The Relationship Between Credit and FinanceLibby Bierman
CECL planning requires collaboration between a bank or credit union's credit and finance functions for the aggregation and analysis of credit loss history. In these slides, find out how decisions made early in your implementation process will influence your ability to leverage results/outputs.
Analytics for effective investment in early stage diamond projectsJames AH Campbell
Analytics for effective investment in early stage diamond stage diamond projects.
Dr S Coward and JAH Campbell
SAIMM Source to Use Diamond Conference
June 2021
HOW TO DEVELOP BUSINESS STRATEGY_ICT MODEL_Dr. TALAAT REFAATDr Talaat Refaat
In the frame of the rapid growth of NGC, specially while trying to gain subcontracts with AT&T after the later had won a huge contract with the Ministry of Post, Telegraph & Telephone (PTT); now it is “Saudi Telecom Company” (STC), KSA http://www.stc.com.sa/ The contract includes Telephone Exchanges to provide 1.5 million telephone lines, Transmission and junction links, Information Systems, Subscriber radio network, Training Facilities and programs... etc. The total contract value is three billion and nine hundred fifty one million US dollars. In the frame of these circumstances the following tasks have been conducted:
A study titled "Business Strategy for Business Development Sector";
The Directors, Departments and Projects managers needs to Improve the
Decision Making Process have been identified,
The material for the following topics were prepared:
Project Awareness and Definition Course, Network Analysis Course; Project
Management & Control Tools, Quantitative Approaches to Management Awareness; Decision Support Systems (DSS) Awareness; Procurement Methodology Awareness and Writing the Wining Proposal Awareness;
A training room equipped with recent H/W , S/W, and devices had been established;
A two months courses and awareness including the mentioned topics have been taught for about 15 Directors, Departments, and Projects Managers of NGC;
Professional Presentations explaining complex concepts and ideas through highly developed communication and presentation skills have been done for NGC clients as well as NGC Projects Managers.
Digitizing SMB loans: Overcoming speed and borrower experience concernsLibby Bierman
Banks and Credit Unions can take a look at digitizing their business lending process, with the advantages of both improving the borrower experience and increasing scale.
HVCRE (high volatility commercial real estate): A PrimerLibby Bierman
In this webinar from Sageworks we cover the definition of High Volatility Commercial Real Estate (HVCRE) and best practices for mitigating concentration risk at banks and credit unions. Access this and other webinars at https://www.sageworks.com/banking/resources/bank-webinars/
In a recent poll, 42% of bankers indicated that commercial real estate is the primary focus for growth in the loan portfolio. At the same time, regulators are concerned that CRE may be overheating as lending standards have eased and CRE portfolios have experienced significant growth.
Lecture Outline
• What is Business Analysis
• Stakeholders
• Lifecycles
• What are requirements
• Transforming requirements
• Finalizing requirements
• Requirements communication
• Managing Requirements Assets
• Required skills for a Business Analyst
Lecture Objectives
The core of value in any business centers around Return on Investment (ROI). ROI is the weight of the business value or benefits, calculated as increases in revenue or decreases in cost, over the cost of implementation.
When it comes to cost, most organizations focus on technology costs, and forego the other business-related costs, such as stakeholder involvement, in determining ROI.
The objective of this seminar is to spread awareness about Business Analysis profession, how essential the role of Business analyst (BA) to most organization or government entity, and demonstrate how a BA actively focuses on reducing costs which can be measured in following ways:
• Reduction in rework — if you help focus the team on the right requirements, then there should be reduced amount of unnecessary change. But many projects are plagued by change because requirements are not well understood. This kind of change is waste. BA can help.
• Reduction in requirements churn —Stakeholders’ time are valuable, but without someone in the business analyst role, stakeholders might spend excess time in unproductive discussions. BA can help drive an efficient decision-making processes, document discussions, reducing the amount of time spent rehashing previous discussions.
• Discovering more cost-effective solutions and Prioritize them – Prioritization ensures focus on value.
Lecturer’s Biography
Mr. Joseph Maarouf Abboud is an experienced Project Manager with over 20 years of success in leading projects in Information Technology, and business management.
He has a Master degree in project management from University of Salford, Manchester, UK; PMP, PMI-ACP, and ITIL certifications in addition to a BS degree in Software engineering.
Mr. Abboud is a Business strategist, he has planned and managed multimillion-dollar projects aligning business goals with technology solutions to drive process improvements, competitive advantage and bottom-line gains.
He also managed projects for public and private sectors in USA, OMAN, Kuwait, and Lebanon, with key emphasis on Project Management, Business Analysis, Quality Management, and Risk Management
About project management, project selection
To select the particular project from several projects through which achieved the organization goals and objectives.
A two page overview of the IIBA BABOKv3 showing Knowledge Areas + Tasks + Elements + Input/Output Create/Read/Update/Delete activities + Techniques + Underlying Competencies.
Helpful for general overview and assistance preparing for CBAP + CCBA exams.
Migration Analysis: The Way Forward for an Effective ALLL.
Financial institutions will learn about using migration analysis as a methodology to calculate their ALLL. The content covers: the process of migration analysis, how the methodology is viewed by regulators, challenges financial institutions face in implementing the methodology, benefits of using migration analysis compared to other methods, and an overview of recommendations for a financial institution considering implementing migration analysis.
Learning Objectives:
1) To understand what Migration Analysis is, and its role in calculating the ALLL.
2) To understand how Migration Analysis differs from other methodologies used in calculating a financial institution’s ALLL.
3) To gain an understanding of how Migration Analysis works within a loan portfolio.
4) To identify key requirements a financial institution needs to implement Migration Analysis, and how they can pose challenges.
5) To learn how Migration Analysis is viewed by regulators/regulation.
6) To identify the key benefits of using Migration Analysis over other methodologies.
7) To identify preparations a financial institution can take to transition from an existing methodology to Migration Analysis.
8) To understand how the advent of automated solutions has simplified Migration Analysis for financial institutions.
GICT Certified Predictive Modeler (CPM) course covers the concept of business analytics with more focus on predictive analytics
Find Out More : https://globalicttraining.com
Project: definition, types and importance, phases of the project,
project identification, sources of idea generation, selection,
feasibility studies, formulation and project report, appraisal,
implementation, evaluation, and control.
Setting up a small business enterprise: identifying the business
opportunity- the importance of creativity, opportunities in various
sectors, stages for setting up of a small enterprise, Concept of
elevator pitch.
Business plan: meaning, Objectives, preparation.
CECL - The Relationship Between Credit and FinanceLibby Bierman
CECL planning requires collaboration between a bank or credit union's credit and finance functions for the aggregation and analysis of credit loss history. In these slides, find out how decisions made early in your implementation process will influence your ability to leverage results/outputs.
Credit Unions will have to alter they way they account for credit losses as part of their allowance for loan and lease losses, assuming the FASB finalizes the CECL accounting standard in Q1 of 2016. In this presentation, learn what is changing for credit unions' ALLL and how to prepare.
The FASB is expected to release its CECL or Current Expected Credit Losses Model in Q1 of 2016. The new accounting standard will impact the way banks calculate their allowance for loan and lease losses, forcing institutions to make some procedural changes to the way they account for credit risk.
Key learnings of recent AQR & CCAR exercises suggest that some significant moves are required to fulfil market & regulators expectations. In this context, CH&Cie is pleased to share with you the latest developments in implementing stress testing as well as best practices
Risk Dynamics offers a wide range of topics for both quantitative and qualitative profiles in banking and insurance, including topics on modelling in Credit, Market and Operational Risks, as well as Insurance Risks, Risk Appetite and Model Risk Management.
EBA definition of Default intended to harmonize the default flag across the EU. All the financial institutions under the scope of CRR will have to implement the new definition of default.
Disasters could cripple your organization, suspending mission-critical processes and disrupting service to your customers. These disasters could be man-made or natural in nature.
The Business Continuity Plan addresses an organization’s ability to continue functioning when normal operations are disrupted. A Disaster Recovery Plan is used to define the resources, action, tasks, and data required to manage the business recovery process in the event of a disaster.
In this workshop you learn to identify vulnerabilities and implement appropriate countermeasures to prevent and mitigate threats to your mission-critical processes. You will learn techniques for creating a business continuity plan (BCP) and the methodology for building an infrastructure that supports its effective implementation.
Benefits of Attending:
Using a carefully selected case study, course participants will:
- Create, document and test continuity arrangements for an organization
- Perform a risk assessment and Business Impact Assessment (BIA) to identify vulnerabilities
- Select and deploy an alternate site for continuity of mission-critical activities
- Identify appropriate strategies to recover the infrastructure and processes
- Organize and manage recovery teams
- Test and maintain an effective recovery plan in a rapidly changing technology environment
Exclusive:
- Bring your BCP/DRP for private consultation review
- BCP/DRP Step-by-step Guide
- BCP/DRP templates and worksheets to aid you in applying and putting into practice what you have learned from this workshop
- FREE CD containing course material, case studies, and other related items of the training workshop
Who should attend:
- Vice Presidents, Directors, General Managers
- Chief Information Officers
- Chief Security Officers
- Chief Information Security Officers
- Chief Technology Officers
- Heads of Departments in Information Security Management
Contact Kris at kris@360bsi.com to register.
In this study we survey practices and supervisory expectations for stress testing (ST), in a credit risk framework for banking book exposures. We introduce and motivate ST; and discuss the function, supervisory requirements and expectations, credit risk parameters, interpretation results
with respect to ST. This includes a typology of ST (uniform testing, risk factor sensitivities, scenario analysis; and historical, statistical and hypothetical scenarios) and procedures for con-ducting ST. We conclude with two simple and practical stress testing examples, one a ratings migration based approach, and the other a top-down ARIMA modeling approach.
Applications and Service Offering - BrochureSohail_farooq
BankingBook Analytics (BBA) specializes in design and development of best practice risk and capital management applications using Machine Learning and advanced statistical techniques.
Our clients include: banks, specialized lending institutions, credit unions, insurance companies and asset managers.
1. Training
A two-day course discussing the credit-loss-forecasting methods needed for CECL provisioning
and the development of those methods in a way that takes advantage of existing internal PD, LGD, EAD
and stress- testing models.
CECL MODELS, METHODOLOGIES
AND IMPLEMENTATION
Your Expert Trainers Dr. Scott D. Aguais, Founder and MD, Aguais and Associates
Mr. Gaurav Chawla, Senior Consultant, Aguais and Associates
Key Benefits Include • Pre-course questionnaire to establish your individual and business concerns.
• Sessions are supported by the use of practical case studies
• Comprehensive take-away course documentation
The Course CECL calls for a loss allowance on each unimpaired, banking-book, credit exposure in the amount of the present
value of expected credit losses (ECLs) over the exposure’s remaining life. The loss-forecasting requirement adds a
new dimension to provisioning and so many accounting and finance divisions will need to get familiar with techniques
formerly known only to risk professions.
This two-day course will review the CECL provisioning rules and describe ways of Current Expected Credit Losses,
building upon an institution’s existing set of models. We provide insights into challenges of developing compliant
solutions. We discuss techniques for satisfying novel requirements like “An entity should consider relevant qualitative
and quantitative factors that relate to both the environment in which the entity operates and those that are specific to
the borrower, which may be based on internal information or external information” and “including information about past
events, current conditions, and reasonable and supportable forecasts”
At the end of the session, participants would have seen and discussed various tools and techniques which will help
them design CECL solutions that work for their own institutions. We provide in depth view of models and methodologies
for global wholesale/corporate/commercial credit spanning assets like large and mid-corporates, SME, banks,
sovereigns, property, specialised lending, etc. However, the learnings are equally applicable to retail assets like
mortgages, credit cards, etc.
How Will you Benefit? • Understand the regulatory evolution of credit risk modelling requirements from internal / Basel II PD, LGD, EAD to
Stress Testing / CCAR to CECL
• Learn and discuss various methods and techniques for developing CECL compliant models using an institution’s
existing PD, LGD, EAD model suite
• Learn from trainer’s experience in developing compliant and cost effective IFRS9 solutions globally which are to be
implemented ahead of CECL
• Understand implementation perspective including forecasting, batch processing, provisioning, Expert Credit
Judgement, etc.
The Solutions Your Problems
Understanding CECL requirements and building the
needed risk models on the basis of currently available
data and models with minimal re-work and disruption
Avoiding wasted effort by learning from other
institution’s experience in developing solutions
Getting an integrated perspective, both CECL end-to-
end from data – models - implementation and across
different regulatory model types: Internal / Basel II PD,
LGD, EAD models – CCAR / Stress Testing models –
CECL models
Our Solutions
We provide a broad review of CECL requirements and
structure the discussion in terms of design principles.
We help establish priorities for taking advantage
of existing data and models, with the objective of
minimising re-work.
We present case studies illustrating CECL solutions,
challenges and obstacles in creating those solutions
in a manner that accounts for each institution’s special
circumstances.
We provide an integrated perspective of CECL,
providing an end-to-end view from data – models -
implementation and discuss challenges which require
rework of the approach. We also discuss ways to
ensure consistency in capital requirements
“The seminar
was very good.
Very informative
discussion and
questions from
attendees”
Texas Capital Bank
“A great event for
practitioners”
Citigroup
“Very good event
bringing a very
impressive group
of experts”
Scotiabank
14TH-15TH JULY 2016 — NEW YORK CITY
a marcusevans company
2. Programme
DAY ONE
Regulatory Overview (1 hour)
• Review CECL provisioning rules and recent updates
• Identify key objectives to achieve in complying with
those rules
• Derive basic design principles and success criteria for
addressing requirements
Conceptual Foundation (1 hour)
• Systematic (environment in which the entity operates)
vs Idiosyncratic Risk (those that are specific to the
borrower)
• Point in Time (PIT) vs Through the Cycle (TTC) model
outputs
• Unconditional vs Conditional outcomes
• Including information about past events, current
conditions, and reasonable and supportable forecasts
• Use of internal and external information
Developing an CECL calculation framework for
wholesale / corporate / commercial credit
(1 hour)
• Formulating design criteria for assessment of models
such as Compliance, Accuracy, Simplicity and
Scalability
• Exploring various model development options e.g.
Top Down Allocation, Grade Transition Matrix, Macro
and Credit factor models
• Assessing model development options against
assessment criteria and choosing the right option for
each credit institution’s bespoke needs
Deep dive into for market leading wholesale
/ corporate / commercial credit CECL
methodologies (4 hours)
• Formulating, estimating, and validating PD, LGD, and
EAD models
– Choices and challenges in developing models e.g.
Direct calibration to default and losses, adapting
vendor models, Agency Direct and Agency
Replication style models, etc.
– Assessing Point in Time (PIT) vs Through the Cycle
(TTC) nature of models
– Correcting model output to make it fully Point in
Time (PIT)
– Creating term structure of Point in Time (PIT) PD,
LGD and EADs
• Projecting loss outcomes
– Credit-factor-driver models
– Macro-economic-driver models
– Translating factor forecasts to loss projections
– Conditional vs Unconditional loss outcomes
• Calculating CECLs from PD, LGD, and EAD
projections
DAY TWO
Connecting Internal / Basel II PD, LGD, EAD –
CCAR / Stress Testing – CECL models (3 hours)
• Adapting Internal / Basel II PD, LGD, EAD models for
CECL
• Integrating Stress Testing and CECL approaches
• Choices and techniques
• Worked Examples
End to End view (4 hours)
• Data and IT systems
• Risk – Finance data integration
• Implementation timelines and efficiency in producing
CECL provisions
• Batch processing vs Expert Input
• Involvement of economists and senior stakeholders in
approving final provisions numbers
• Volatility in Provisions
• Monitoring and Reviewing CECL models for change
• The road ahead – Quantitative Impact Studies, CECL
evolution
Who Should Attend? • CROs, CFOs
• CCAR Modelling Heads / Leads / Quants
• Credit Risk Modelling Heads / Leads (1st
LOD)
• Credit Risk Independent Validation Heads / Leads (2nd
LOD)
• Credit Risk Quants / Analysts
• Business Analysts
• Credit Risk Implementation Heads / Leads
• Internal Audit
• Risk Managers
• CECL, Stress Testing & Basel II / III Related
Professionals
About your Expert Trainers Dr. Scott D. Aguais is Founder and MD of Aguais and Associates (AAA). Dr. Aguais has 25 years’ experience
developing and delivering advanced credit analytics solutions to large banking institutions. He spent 10 years
delivering credit models and analytics through consulting at DRI/McGraw-Hill, AMS and KPMG. He then moved on
to Algorithmics and has spent the last 12 years developing advanced credit models and supporting the successful
Basel II waivers at Barclays Capital and Royal Bank of Scotland. During this time Dr. Aguais and his team pioneered the
design, development and implementation of the first advanced Dual Ratings approach using both Point-in-Time (PIT)
and Through-the-Cycle (TTC)risk measures to support a variety of financial business objectives.
Gaurav Chawla is Senior Consultant-Models and Methodologies at Aguais and Associates (AAA). Gaurav leads
the application of AAA built techniques at various client’s sites. Gaurav has 13+ years of experience building risk
models across large banks and academic institutions. In 2015, Gaurav delivered a customized version of AAA’s
flagship methodology in a leading UK commercial bank. This included rapid prototyping, methodology demonstration
and conducting Quantitative Impact Studies across all portfolios. In the past, Gaurav led the methodology and
model development team at GE Capital responsible for developing CCAR and IFRS9 focused credit risk models.
At Royal Bank of Scotland, Gaurav pioneered the development of Point-in-Time (PIT) and Through-the-Cycle (TTC)
methodologies, credit risk models (Basel II AIRB PD, LGD, EAD); loss and stress testing models and has published
extensively in this area. He has also developed and reviewed Market Risk, Economic Capital, PPNR, and natural hazard
models. He holds an eclectic mix of degrees in Engineering, Math, Business and Law.
http://www.aguaisandassociates.co.uk
BB-FT-PD-CMU459
Financial
Markets Training
financial markets training division
has been developed to offer courses of the
highest calibre to industry practitioners.
Our clients’ increasing demands for
high quality hands-on training, drives
our focused output. Thorough research
ensures their applicability to your current
business concerns.
Training courses are being offered on
a world-wide basis from our production
offices across Europe, the US, Australia
and the Asia Pacific region.
This international network affords a global
view of emerging training needs in the most
dynamic industries.
financial markets training
is a division of marcus evans. Together we
offer specialised courses and conferences
in a broad range of industries including
capital markets and wholesale finance,
legal and business, general finance, energy,
telecommunications and the media.
Clients who have benefited
from financial training
courses include
• AIB • ING • JPMorgan • SNS Bank
• Central Bank of Ireland • PNC • Nomura
• Morgan Stanley • Standard Chartered
• Mediobanca • Mizuho • RBS • Sberbank
• Nordea• Credit Agricole • Caixa bank
• Santander • Danske Bank
• Societe Generale
Register Now!
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