A detailed research into the local digital banking regulations as well as financial advisory regulations. The initiative looked at the extent of what our client needed to achieve in order to be compliant with the South African regulatory universe for their new product.
Goals-based financial planning tool Jan 2020
A digital engagement platform that is free to use and facilitates a seamless connection between clients and financial advisors, enriching the co-created financial planning process through a simple, fun, easy-to-understand app that quantifies their dreams and sets the road map needed to achieve them
Web-based financial planning model Aug 2019
A top-down financial planning model for the Wealth division of one of Africa’s largest banks, which facilitates both top-down and bottom up planning through user-friendly, ring-fenced cloud-based web integrated tool both at a centralised and decentralised level
Pricing model May 2019
Developing a tailormade pricing tool unique for each division within an SOE that will aide financial decision making
ECL models training May 2019
Carrying out of Bank-wide executive, management and operational workshops on end-to-end credit-risk and pricing modelling, including IFRS9 implications for an international Bank specialising in trade finance
Business Risk beNCHMARKING Jan 2019
Detailed research and benchmarking into the local and international banking industry with respect of Business Risk assessment and modelling and usage at a strategic and operational level. This initiative looked at extent and degree to which leading-edge Banks monitored their own financial performance on a historical basis and as measured against material macro-economic factors – thereby providing a sense check for realistic forward looking plannin
Credit Risk – EAD modelling Nov 2018
Design, develop, test and implementation of a facility level Exposure at Default model (EAD) model for an international bank – used to enhance the Bank’s inhouse credit risk management capacity and capability to screen and assess risk at both origination, monitoring, and restructuring phases of the credit life-cycle
Credit Risk – LGD modelling Nov 2018
Design, develop, test and implementation of a client and collateral level Loss Given Default (LGD) model for an international bank – used to enhance the Bank’s inhouse Operations, Monitoring and Credit Risk management capacity and capability to screen and assess risk at both origination, monitoring, and restructuring phases of the credit life-cycle.
Credit Risk – PD modelling Sep 2018
Development of set of Client level Probability of Default (PD) models, covering: i) Corporate Clients, ii) Financial Institutions, iii) Sovereigns (specifically unrated) as well as facility PD models needed for iv) Structured Trade Finance, v) Project Finance and Balance sheet lending, as well as vi) Factoring and Invoice discounting.
Business Risk model Aug 2018
Enhancing the Bank’s business risk capabilities through the development of a web-based empirical modelling and forecasting platform.
ICAAP/ILAAP gap analysis Jul 2018
Project Lead on ICAAP/ILAAP initiative with European bank to: identify and prioritise gaps, and estimated cost to close them.
ntegrated financial planning Top-down model for blue-chip merchant bank. Excel-free, webintegrated and interactive dashboards for use by C-suite executives for 5 year rolling-forecast.
Risk adjusted Pricing Mar 2018
Full end-to-end development and web-based deployment of risk adjust pricing tool for on- and off-balance sheet products for a Multilateral Bank
Basel IV – prototype Feb 2018
Prototypes for new Basel IV – market risk framework (standardised approach).
Cost allocation Nov 2017
Deep dive cost allocation methodology and process for an SOE with over 161 business units, providing business unit level profitability
Optimise Planning process Jul 2017
Integrated financial planning model for CIB division of one of Africa’s largest Banks
(Derivatives) Trading, hedging and pricing Jun 2017
workshops in developed and emerging markets (Germany, Egypt, Sri Lanka)
Early Warning Indicators Feb 2017
Building an automated Early Warning Model for proactive arrears management.
Automated Offshore fund selection Oct 2016
Automated tool to assist alignment between clients’ needs and investment funds.
Basel IV – gap analysis for market risk framework Sep 2016
Gaps, project plan and cost estimate to achieve Basel IV – market risk compliance.
Liquidity Forecast Jan 2016
Aligning Liquidity Forecast to internal planning.
Target Operating model Jan 2016
Redesign target operating model and governance framework for Wealth Pillar
Basel IV – prototype Oct 2015
Prototypes for new Basel IV – market risk framework (standardised approach and internal model).