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
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
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
Developing a tailormade pricing tool unique for each division within an SOE that will aide
financial decision making
ECL models training
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
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
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
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
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
Enhancing the Bank’s business risk capabilities through the development of a web-based
empirical modelling and forecasting platform.
ICAAP/ILAAP gap analysis
Project Lead on ICAAP/ILAAP initiative with European bank to: identify and prioritise gaps, and
estimated cost to close them.