Project content

(technical, contentual)

• Integration of the Basel II modules from FERMAT for the entire credit-risk portfolio of a major Dutch bank
• Specification and development of customer-specific adjustments for the IRB- Advanced approach
• Bank specific parameterization for a Basel II/ Cad III conform notification as well as for the home as for several host supervisory authorities. All approaches (standard, foundation, and advanced) are displayed
• Professional support for the GAP analysis for applying the standard software of FERMAT as close as possible to the banking praxis
• Technical and professional support for defining the data requests needed for calculations and reports (CEBS, QIS5)
• Technical support for the global rollout. Several business units apply the same software on various continents.
• Professional support for risk controlling during the creation of test cases that are supposed to cover most of the business practice.
• Support for outsourcing test activities by using RapidRep©

Duration

150+  months

Used technologies

(Platform(s), software architecture, programming languages)

• FERMAT (4.1 -5.3)
• Oracle 9 / PL/SQL
• MS Access
• RapidRep 3.1

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