Description
Between December 2011 and December 2013, BBA assisted BDEAC in strengthening its risk management methodologies and tools:
Automated rating and scoring
Deployment of a counterparty scoring system (companies, banks, governments)
Calibration and testing of models in accordance with Basel II standards
Risk pricing & capital
Development of a pricing module incorporating risk premium
Implementation of a capital adequacy assessment model (Basel II / IFRS)
Country rating & operational monitoring
Development of a country rating grid aligned with COBAC criteria
Definition of guidelines for ongoing monitoring of the loan portfolio
Strengthening skills & information systems
Training of DGER executives in credit risk management and operational tools
Specification of requirements for a financial information center to centralize risk data
Role of BBA
- Policy & procedures: formalization of risk rating and pricing methodology
- Automation: drafting of specifications and management of scoring engine development
- Modeling & reporting: definition of country models, indicators, and reporting formats
- Training & transfer: facilitation of workshops on Basel II, IFRS/IAS, LBC/KYC, and coaching of executives
- IT specification: identification of requirements for the implementation of the future information center