Head Of Corporate And Ldp Lgd And Ead Models
CurrentGained experience in development and monitoring of LGD and EAD models for both performing and not performing Corporate and Low Default Portfolio loans.I supported the Joint Supervisory Team (JST) during the on-site inspections provided by the supervisory examination programme of the regulatory models.I also gained experience in development of models for internal purposes (IFRS9 and EVA-based pricing).