Sohail Farooq
4 SlideShares 4 Abonné 1 Suivi
Personal Information
Entreprise/Lieu de travail
Toronto, Canada Area, ON Canada
Profession
FS Risk expert, Co-founder at Nexx Consultants
Secteur d’activité
Finance / Banking / Insurance
Site Web
www.nexxconsultants.com
À propos
Risk expert focusing on strategic themes in risk and its intersection with other functions, such as, IT, Finance, Compliance and Treasury. Sohail's models and approaches have been validated and verified by independent consultants and accredited by regulators across the world. Delivery specialities include: Credit risk: - Scorecards development, PD, LGD and EaD models development and validation - Credit portfolio loss distribution - Dynamic provisioning, including IFRS 9 - Risk-based pricing Market risk: - Valuation of financial instruments - Portfolio optimization and performance attribution - Key metrics: VaR, ES Operational risk: - Loss distribution
Coordonnées
Mots-clés
cecl expected loss ifrs 9 expected loss ifrs9 cecl expected loss lifetime expected loss ead forward probability of default forward loss given default incurred loss forward pd point in time lgd point in time pds validation model risk nexx consultants basel irb probability of default ifrs 9 risk parameters term structure of probability of default
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Présentations

(3)

Nexx consultants - IFRS 9 offering

il y a 8 ans • 2235 Vues

Nexx Consultants: Credit risk/IRB Approach models validation

il y a 8 ans • 1517 Vues

Cecl automation banking book analytics v3

il y a 6 ans • 317 Vues

Documents

(1)

A best practice framework to determine Forward PDs for application in IFRS 9 and CECL

il y a 6 ans • 334 Vues

J’aime

(1)

Nexx consultants - IFRS 9 offering

Sohail Farooq • il y a 8 ans
Personal Information
Entreprise/Lieu de travail
Toronto, Canada Area, ON Canada
Profession
FS Risk expert, Co-founder at Nexx Consultants
Secteur d’activité
Finance / Banking / Insurance
Site Web
www.nexxconsultants.com
À propos
Risk expert focusing on strategic themes in risk and its intersection with other functions, such as, IT, Finance, Compliance and Treasury. Sohail's models and approaches have been validated and verified by independent consultants and accredited by regulators across the world. Delivery specialities include: Credit risk: - Scorecards development, PD, LGD and EaD models development and validation - Credit portfolio loss distribution - Dynamic provisioning, including IFRS 9 - Risk-based pricing Market risk: - Valuation of financial instruments - Portfolio optimization and performance attribution - Key metrics: VaR, ES Operational risk: - Loss distribution
Mots-clés
cecl expected loss ifrs 9 expected loss ifrs9 cecl expected loss lifetime expected loss ead forward probability of default forward loss given default incurred loss forward pd point in time lgd point in time pds validation model risk nexx consultants basel irb probability of default ifrs 9 risk parameters term structure of probability of default
Tout plus