2 minModel GovernanceModel Risk Management Europe 2019Yet another boring conference attended by a sleeping audience with the highlight being a piece of mediocre cheesecake served during a...
3 minModel GovernanceThe Automation of Model GovernanceWhat is automation? Automation often represents the process of simulating human activity using computers or machines. It is a current...
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4 minCase StudyCredit Risk Stress Testing FrameworkWe have created a unique solution for recurring stress tests in credit risk Raiffeisen Bank International, which allows us to define our...
3 minCase StudyIFRS9 Provisions Plausibility EngineNew IFRS 9 methodology In early 2018, a new methodology for the calculation of provisions for Expected Credit Losses (or ECL) under IFRS9...