Projects

Client - International Metals and Mining Corporation: Large-scale epidemiological study

Case: Conduct a large-scale epidemiological study about current and former employees of the client’s workforce

We were responsible for determining retrospectively whether radiation or other occupational exposures among mineworkers employed by the client is associated with increased risk of the employees developing different types of cancer.

We had been fully responsible for the following:

  • To understand the format, range, availability and quality of health and exposure data available for the mineworkers, in collaboration with the client’s team;
  • To perform a case-cohort study of relevant aspects of worker health at the client’s mine;
  • To ensure that the study is scientifically peer-reviewed and published in a reputable scientific journal; and
  • To ensure that relevant boundary objectives are met, such as ethics review by a suitably appointed ethics committee, agreement of relevant government stakeholders with the project scope and implementation, suitable information of all affected stakeholders such as the workforce and affected communities.

Client - Global Bank: Develop a Data quality assessment tool

We developed a Data quality assessment tool for validating Data capabilities in a fast and high standards way. The tool will be finally available in SAS and Python platforms and several data requirements will be well served. Stay in tune…

Client - International Bank: Develop BASEL A-IRB PD models

Company

International Bank

Department: Credit risk models

Industry: Banking

Systems: SAS & Python

Challenge

CRA was asked by the Bank to participate, as an external solutions provider, to the development of 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.

Solution

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.

Results

Project is in the middle of its lifecycle but CRA has already delivered a few of the tasks (e.g. provide training to the development team, present, for sign-off, the model’s development approach) with already amazing results.

The Bank reviewed CRA’s contribution has been fully satisfied until now and has upgraded CRA’s exposure and contribution to the project.