Sandip Mukherjee CFA, FRM

ifrs 9 ecl pd ifrs9 impairment modelling irrbb interest rate risk cecl basel bcbs 350 csrbb cash shortfall ead lgd pit pd pd term structure ttc pd credit spread ftp alm liquidity risk behavior analysis cash flow risk apache nosql mongodb apache spark spark impairment solution hadoop eir effective interest rate model governance validation sr 11-7 model risk management monitoring mrm irb scorecard pool retail leq expected credit loss maturity exposure at default undrawn exposure prepayment expected cash shortfall credit forward looking macroeconomic lifetime pd rating model pd calubration bcbs implementation plan target operating model maturity model loss rate vintage analysis stage assessment it architecture impairment modeling ias 39