Client
Development Bank of the Central African States, BDEAC
Amount
USD 195,405
Start Date
1 December 2011
End Date
31 December 2013
Donor
European Investment Bank, EIB
Country and Region
Multi-country
Central Africa
Description
Between December 2011 and December 2013, BBA supported BDEAC in strengthening its risk management methodologies and tools:
Automated Rating and Scoring
Deployment of a counterparty scoring system for companies, banks and sovereigns
Calibration and testing of the models in accordance with Basel II standards
Risk-Based Pricing and Capital Requirements
Development of a pricing module incorporating the risk premium
Implementation of a model for assessing required capital under Basel II and IFRS
Country Rating and Operational Monitoring
Development of a country rating framework aligned with COBAC criteria
Definition of guidelines for the continuous monitoring of the loan portfolio
Capacity Building and Information System
Training of DGER managers in credit and operational risk management tools
Specification of requirements for a centralised financial information centre consolidating risk data
BBA’s Role
Policies and procedures: formalisation of the rating and risk-based pricing methodology
Automation: preparation of the technical specifications and supervision of the scoring engine development
Modelling and reporting: definition of country models, indicators and reporting formats
Training and knowledge transfer: delivery of workshops on Basel II, IFRS and IAS, AML and KYC, and coaching of managers
Information system specifications: identification of requirements for the future financial information centre