Assisted a large UK bank in attaining IRB Compliance

Aptivaa developed several PD and LGD models for Retail and Corporate portfolios and delivered a strategic roadmap to the client to attain IRB Compliance. The models developed resulted in significant capital savings for the Bank.

Read more

Development of default and recovery models for a mid-tier bank in Canada

Aptivaa assisted the Bank in the development of PD, LGD, EAD models, preparing an implementation strategy and creating a calibration framework for the models.

Read more

Independent validation & checking of the rating models for Corporate portfolios for a mid-size bank in USA

Aptivaa developed statistical PD model for Corporate portfolio of the Bank and supported in calibration of the PD model to the Master Rating Scale.

Read more

Development of a Basel II A-IRB complaint framework for facility risk assessment for a large banking group in USA

Aptivaa built LGD models for the Bank's portfolio in Real Estate, Corporate Lending, Asset Backed Lending and Leasing.

Read more

Development of rating models for a commercial real estate portfolio in a large USA based Bank.

Aptivaa's deliverables to the client included the review and validation reports of existing models, along with the specifications of the updated model document for both PD and LGD as well as prototypes of the model for easy implementation.

Read more

Guided a large Banking Group in Austria on model calibration and its maintenance framework.

Aptivaa helped the client to acquaint themselves with the calibration exercise and provided industry wide Best Practices being used on calibration methodologies.

Read more

Review and Validation of PD rating model for one of the largest banks in South America

Aptivaa provided a qualitative and quantitative review of the rating model which the client had implemented and was endorsed by business users. The refined model was used for capital computations and also for pricing decisions.

Read more

Assisted a large banking group in GCC to achieve compliance with Basel II Credit Risk Internal Rating Based (IRB) Approach

Aptivaa helped the client in implementing Basel II Credit Risk IRB approach and assisted them in submitting their IRB Application Pack to the local regulator for review.

Read more

Credit Rating Model Development for a major Bank in Africa

Aptivaa helped the client to generate quantifiable credit risk ratings for Corporate finance, Project finance and Structured Trade finance transaction portfolios with greater level of confidence. The bank further used this Credit Risk Rating for acquisition of new customers.

Read more

Development of Credit Risk Scorecards for Retail Lending portfolios for a large bank in Middle East

Aptivaa provided new Application scorecards to the client which significantly improved the performance statistics over the existing Bureau Score being used. This also led to reduced Bad Rates in approved applications population.

Read more

Development of Macroeconomic models for economic sectors of the bank and development of Economic Capital Model

Aptivaa helped the client establish the linkages of macroeconomic variables with economic capital through the use of Macroeconomic models and meet the Pillar II and Stress Testing requirements of the regulator.

Read more

Quality Assurance of the Credit Process and Credit Assessment in one the developmental banks in GCC

Aptivaa carried out a credit audit of client’s credit processes, credit assessment and a review of their portfolio quality to identify the weaknesses in different stages of the credit lifecycle and undertake mitigating actions.

Read more

Annual review of the validation process for Wholesale Credit Portfolios for a large Bank in GCC

Aptivaa conducted successive independent reviews of the model validation work on several portfolios performed by the Bank’s internal model validation team. The client was able to identify gaps with respect to the regulatory requirements imposed by the local regulator.

Read more

Vendor Selection and Automation of entire Credit Appraisal Process across Corporate Banking Division

A leading regional financial services group headquartered in Qatar and operates
through its subsidiaries spread across MENA region with an Asset size of over
USD 30 billion

Read more