Sohail Farooq

4 Abonné

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

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

Présentations
Documents
Infographies

Plus récents Les plus populaires

Sohail Farooq

Cecl automation banking book analytics v3

Nexx Consultants: Credit risk/IRB Approach models validation

Nexx consultants - IFRS 9 offering