Filtered by: Model validation

Clear all filters

How De Volksbank took its credit risk model to a higher level

The Credit Risk Modeling department of De Volksbank faced a challenge: how to implement new regulations, including the new definition of default that form the basis of credit risk models. Having to execute the PD modeling process and the LGD modeling process simultaneously convinced the bank they needed help. “That help came in the form of someone who was ‘one of the few’ able to do both LGD and PD components.”

Read More

Compliant within a new risk management framework


The new EU directive regulating alternative investment funds management (AIFMD) meant that asset manager ACTIAM had to make substantial changes to its risk management, a major operation that had to be carried out in a short period of time.

Read More

Anadolubank’s steps to a new risk management framework

Six years ago, in the middle of the challenging days of a new-born financial crisis, Anadolubank Nederland N.V. entered the Dutch market. Looking back, the bank didn’t seem to suffer much from those challenges and managed to grow steadily. However, during that process, it became clear that the bank needed to bring its risk management framework to the next, higher level.

Read More
Filter by Market
Filter by Service