Basel II Implementation Support

Basel II and Basel III guidelines pose significant challenges in terms of data requirements, internal model development and validation, reporting and overall capital management. Use our advisory services for reducing the time and costs involved in migration from Basel I to Basel II Standardized approach and from the Standardized approach to the Advanced approaches. Our team has experience of implementing Basel II guidelines at more than fifteen institutions in Asian and ME markets, including Standardized as well as Advanced approaches. We are one of the leading advisory teams in the Indian banking sector assisting multiple banks in migration to IRB approach for credit risk.

Asymmetrix Basel II Implementation Support

Gap Analysis and Industry Benchmarking

We examine existing data points, internal models, infrastructure, policy framework and documentation standards; identify gaps compared to industry standards and regulatory requirements and assist institutions in preparing and implementing remediation plans.

Project Management

We provide Basel II Project Management services to lead the implementation efforts.

Risk Solutions UAT Support

Trust our expertise in developing, implementing and testing software related to Basel II guidelines. Our team provides the technical and functional expertise for conducting UAT of software such as IRB capital computation engine, AMA Operational Risk VaR Engine, Economic Capital software etc.

Model Development and Validation

We have assisted multiple banks and non-banking institutions in development and ongoing validation of PD, LGD, CCF models as well as retail pooling frameworks.

Risk Policy Framework

Our team of risk experts helps in refinement of risk policy framework to ensure compliance with regulatory requirements as well as industry best practices.

Model Documentation

Our team assists in documentation of existing models including statistical and expert judgement corporate and retail models to meet internal and regulatory documentation standards.