Topics covered in this program.
– Banking Process Overview
– What is Credit Scoring
– Deployment of CSfB
– What is Detailed Data Store (DDS)?
Foundation Data Mart (FM)
– Data Model Overview
– Loading Foundation Mart
– Customization Guidelines
– Application interface
– Data preparation
– Auditability and Transparency
– Application Configuration
– Judgmental Scorecard
– EM model
– Model Deployment/Scoring Process
– What is Credit Scoring Mart?
– Load developmental data
– Populating mart
– What is Pooling?
– Model monitoring reports
– Subset population on model monitoring reports
– Prepackaged business reports
Asset Liability Management
– SAS Risk Management for Banking Architecture
– Asset Liability Management Module
– RMfB Data Management
– Enrichment for LCR and NSFR Classification
– Data Requirement for Liquidity Risk
– Risk Dimensions Configuration for Asset Liability Management Analysis
– Asset Liability Management Reporting
– Implementation Methodology/Process
First Day of Work
– What to expect on First Day?
– What to ask and what not to ask?
– Connecting to Systems and Navigating
– Adding things in Favorite for faster retrieval
– Understanding the terminologies used