New project for ABN Amro.

CRA-Analytics is working close with ABN Amro Bank, Netherlands for developing the new AIRB PD models for the NPL portfolios (all corporate & more than 5m exposure retail mortgages) based on the new EBA rules and guidelines.

CRA responding to this request has been fully responsible (product owner) for the following:

  • Interpret the high level project plan of the Bank to a granular and more comprehensive plan with specific milestones (tasks, deliverables, responsibilities, delivery dates, status, etc.).
  • Propose a fully compliant and advanced modelling approach.
  • Manage the project (Make sure that the deliverables will be confirmed against timelines and quality assessments).
  • Manage the relationship between the development team and the project stakeholders (Inform governance committees, communicate deliverables, challenges, solutions to business stakeholders)
  • Review and assure compliance against regulatory and business requirements.
  • Prepare Bank’s systems and teams for the models’ implementation.
  • Provide training to internal team and stakeholders when it is needed.