BPS Credit Risk Advisory

BPS Credit Advisory works to develop and implement tools to manage and assess corporate and retail portfolios.  Our goal is to assist organizations in meeting Basel II guidelines while simultaneously enhancing existing credit assessment processes.  Combining best practices with the latest qualitative and quantitative methodologies, BPS Credit Advisory takes a holistic approach to developing the credit risk roadmap.

Advisory Services

• Basel II (Standard, FIRB, AIRB) implementation preparedness
• Internal Ratings Based (IRB) development and validation
• Basel II - Pillar II and economic capital planning and implementation
• Internal Risk Control and ICAAP risk management

Key Features

Basel II Implementation Preparadness:

• PD, LGD, EAD and corresponding risk component infrastructure set up
• Credit Risk process where a firm can manage its risks effectively with firm wide credit assessment steps with transparency
• Risk modeling steps with proper quantification methodologies and Development of ratings and PD and LGD methodologies and scorecards

(IRB) Validation Services including:

• An overview of modeling and validation concepts with Hands-on experience on model development with proven model validation components
• Practitioners’ views on effective framework for modeling and validation methodologies based on sound industry practices (best practices) consistent with Basel II&
• Development of appropriate Basel II policies and processes