The application of machine learning and challenger models in IRB Credit Risk modelling
The use in model estimation and risk driver selection
Learn how machine learning based challenger models can be used to extract insights and improve traditional Credit Risk IRB modelling techniques to create and support a high performing model landscape
How to execute a material change assessment in banking
Challenges and lessons learned from IRB Material Change Assessment initiated by IT transformation of institutions
In today’s ever-changing landscape, the banking industry is struggling with the IT transformation program. This article covers how to bring expertise from IT, Credit Risk, and Program Management together for a successful execution.
Lessons learned from the ECB climate risk stress test
Recommendations for improving your climate risk capabilities
The results of the climate risk stress test show three important lessons learned. With this blog, Deloitte provides recommendations to improve the climate risk stress testing capabilities of banks.
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Market & Credit Risk
Accurately governing and managing models can give financial organisations a huge competitive advantage.
Climate and Environmental Risk
Deloitte can assist you to integrate climate risks in your risk management framework: Climate risk identification, data, modelling , stress testing, disclosures.