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Sultanate of Oman Oman

Manager - Risk MIS and Basel Implementation

Finance / Banking / Insurance

 Member of team responsible for implementation of Advanced - Internal Rating Based Model (AIRB) under Basel II- Pillar 1  Worked along with one of the best consultants in industry to develop Retail, Corporate and Expected Loss (EL) models.  Designing of scorecards for Specialised Lending portfolio under slotting approach.  Writing of model documents.  Designing & development of software for capturing data for Corporate LGD/EAD model.  Updation of models on periodic basis.  Development of model for reporting banks portfolio on EL scale.  Basel II –Pillar 2- ICAAP modeling, redesigning to incorporate AIRB...