Customer
A global network of 20 community-based microfinance institutions and banks with $1.06 billion AUM in 2020.
Challenge
Automate IFRS9 calculations across all subsidiaries in order to optimize day-to-day operations and make lending business more efficient and profitable around the globe.
Project Result
Through this project data from 20 countries was consolidated to ensure holistic view of Client's international portfolio. To manage data streams from all countries and control its quality a unique router console has been developed. In addition, a set of comprehensive reports for in-depth data analysis has been implemented (Credit Exposure report, Collateral and Enhancements report, ECL reconciliation report, Gross carrying amount reconciliation reports, Set of Sensitivity tests).
Business Value
Reduced effort for data consolidation and IFRS9 measurements calculation and simplified scenario-based testing of PD and LGD models, that helps to identify weaknesses in portfolio management and start the optimization process on time.
Tech Stack
Finastra Fusion Risk, R, Python.
A global network of 20 community-based microfinance institutions and banks with $1.06 billion AUM in 2020.
Challenge
Automate IFRS9 calculations across all subsidiaries in order to optimize day-to-day operations and make lending business more efficient and profitable around the globe.
Project Result
Through this project data from 20 countries was consolidated to ensure holistic view of Client's international portfolio. To manage data streams from all countries and control its quality a unique router console has been developed. In addition, a set of comprehensive reports for in-depth data analysis has been implemented (Credit Exposure report, Collateral and Enhancements report, ECL reconciliation report, Gross carrying amount reconciliation reports, Set of Sensitivity tests).
Business Value
Reduced effort for data consolidation and IFRS9 measurements calculation and simplified scenario-based testing of PD and LGD models, that helps to identify weaknesses in portfolio management and start the optimization process on time.
Tech Stack
Finastra Fusion Risk, R, Python.