1) Participated in Project “Validation of Basel II Market Risk Standardized Approach parameters in Vietnam Market”. The Project aims to support the State Bank of Vietnam in issuing Basel II implementation regulation, namely the Circular on Providing for capital adequacy ratio applicable to credit institutions, foreign banks’ branches, to be issued in 2015.Based on data obtained from SBV and public sources, we analyzed the appropriateness of parameters used by the Basel Committee on Banking Supervision (BCBS) in Vietnam market, propose customization if necessary for SBV’s consideration.2) Reviewing the modeling codes for Corporate customer scorecards, including LC, SME, MSME of in an Application scorecard development project for a fast growing commercial bank based in HCMC. 3) Basel II Mapping Project - To ensure that SBV Basel II Circular does not unintentionally miss any Basel II requirements - To ensure that any deviation or omission from Basel standards has sound underlying rationale- To ensure that SBV requirements regarding Basel II implementation are consistent across different circulars- To plan and measure progress toward official SBV Basel II Circular release- To communicate with SBV on the necessary adjustments to current circulars based on mapping results- To help SBV effectively communicate and discuss the structure and intent of Basel II implementation in Vietnam with its regional counterpartsIn this project, I did mapping for market risk part.4) RWA toolsThis project is to develop a tool to calculate the RWA according to the Basel II and the Draft of Circular. In this project, I did prepare the excel files and calculation process documents for the market risk part.