Emrah Tuna Email and Phone Number

Risk Consultancy- IRB PD Model Development in SAS- IRB PD Model Development in R- IFRS 9 Modeling- IRB PD, LGD and EAD Model Validation using R

-Integrating Enterprise Risk Management System (QRM)o Implementation of QRMo Preparing road map for full implementationo Fulfilling UAT process (SAS)o Finishing COREP process-Data and Implementation Tests for PD Models using (SAS&SQL)-Designing data quality checks-Pillar II Riskso Preparing full framework for concentration risk&residual risk (SAS) -ICAAP&Stress Testing o Preparing ICAAP&Stress Testing Report before regulatory deadline-Integrating Basel compliant models to decision systems-Active participation in IFRS9 provisioning project

Periodical calculation and reporting of stress testing and economic capital for credit loan portfolio. Modeling, establishment and monitoring of EAD&LGD using SQL.Management of decision engine/rule sets implemented in Risk Monitoring System. Establishment, monitoring and coordination of Stress Test activities across the bank including requirements of ICAAP and Basel rules as well as supervisory expectations.Coordination of Basel activities with the direction of Basel Coordination Committee. Preparation and coordination of documents (guidelines/policies) for Basel alignment.Establishment and governance of the Internal Capital Adequacy Assessment Process (ICAAP) by managing the cross functional Bank efforts. Giving support for the Credit Risk, ECAP and Basel related projects