/ http://www.slideshare.net/images/logo.gif / ºÝºÝߣShare feed for ºÝºÝߣshows by User: RajibMohammedRashidu https://cdn.slidesharecdn.com/profile-photo-RajibMohammedRashidu-48x48.jpg?cb=1523514067 Key contributions (Till date) • Projection model for Capital Management(Basel) • Basel parameters (PD, LGD, EAD) calibration and risk quantification • Risk Appetite Document • Sectoral Cap for credit portfolio • Prepared various risk management related policies e.g. investment policy, insurance policy, 3rd party enlistment assessment policy, collateral policy etc • Development & Implementation of internal client rating model • Automated Value-at-Risk (VaR) model to assess foreign exchange risk, equity risk and credit risk • Development and execution of Internal Capital Adequacy Assessment Process (ICAAP), Stress Testing and Risk Adjusted Risk on Capital model (RARO...