Guide To Business Analysis Risk Analyst
User Manual:
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Page Count: 102 [warning: Documents this large are best viewed by clicking the View PDF Link!]
- 1 INTRODUCTION TO SINGLE BORROWER CREDIT ANALYSIS WITH RISKANALYST
- 2 INTERNAL RATING MODEL METHODOLOGY
- 3 FUNDAMENTAL ANALYSIS METHODOLOGY
- 4 SCORECARD METHODOLOGY
- 5 RATIO ASSESSMENT METHODOLOGY
- 6 RATINGS SUMMARY
- 7 LOSS GIVEN DEFAULT ANALYSIS
- 8 LOSS GIVEN DEFAULT CALCULATIONS
- 8.1 CALCULATING EADS
- 8.2 GUARANTEES
- 8.3 COLLATERAL
- 8.4 ALLOCATING CRMS TO FACILITIES
- 8.5 DERIVATION OF THE LGD FOR THE UNSECURED PORTION OF THE FACILITY
- 8.6 DERIVATION OF THE BORROWER PD
- 9 LOSS GIVEN DEFAULT ALGORITHM
- 9.1 INTRODUCTION TO THE LGD ALGORITHM
- 9.2 LGD ALGORITHM OVERVIEW
- 9.3 CALCULATING EAD
- 9.4 CALCULATE ALLOCATIONS
- 9.5 DERIVE CRM ELIGIBILITY PER SE
- 9.6 CRM SORTING
- 9.7 THE LGD CALCULATION
- 9.8 PERFORM CRM ALLOCATION
- 9.9 ELIGIBILITY PER FACILITY
- 9.10 EXPECTED LOSS
- 9.11 CALCULATE EL AND LGD DATA FOR THE FACILITY
- 9.12 CALCULATE EL AND LGD DATA ACROSS ALL FACILITIES
- 10 FACILITY SUMMARY
- 11 ARCHIVE
- 11.1 ARCHIVE OVERVIEW
- Identify staff
- Training
- Review IRT factors
- Review IRT parameters (scores and weights)
- Mapping the score to your Grading System
- Mapping Grades to PDs
- Overrides
- Consider whether multiple variants of the IRT will be used
- Consider Peer Data
- Implementation Issues
- Select Pilot Users
- Train Pilot Users
- Implementation Issues
- Data Capture and Quality Issues
- Assess and Review IRT Performance
- Peer Database Considerations
- Optimize IRT
- Test Optimized IRT
- Calibrate the IRT to your grading system
- If data is available, determine PD values for grades
- Review Overrides
- Data Capture
- Data Quality and Monitoring
- Assess and Review Internal Rating Model Performance
- Re-optimize
- Validate
- Calibrate
- Considerations for multiple versions
- Factor/ Internal Rating Model Review
- Adding Factors to the IRT
- Amending/Specifying Parameters for Factors
- Peer Database
- Financial Conditions
- Internal Rating Model Validation and Calibration
- Versioning and the Internal Rating Model Author/Tuning Console
- Identify staff
- 11.1 ARCHIVE OVERVIEW