Success stories

Credit risk management: functional analysis and data scouting



Following the ECB findings, official economic health survey, and as part of an on-site inspection on credit risk management, the client, a major banking group, identified the need for an in-house IT procedure to monthly monitor Risk Weighted Assets (RWA) trends. 

Gruppo SCAI performed the functional analysis and data scouting at the basis of the project implementation.

A highly specialised team supported the client, first of all in the analysis of the regulatory context of reference and, subsequently in the preparation of a functional document for the implementation of the RWA calculation based on a standard calculation approach  (STD) and regulated according to the European Community prudential Capital Requirements Regulation  (CRR).

In addition, our specialists contributed to the interpretation of the requirements and calculation methods, both in the Market Risk and Credit Risk areas: the banking group was able to acquire detailed functional knowledge and interpret, optimise and speed up the breakdown analysis on the products of interest, consisting for the Credit Risk portion of the Mortgage and Factoring portfolio, and for the Market portion of the equity and bond portfolio.

Following the analysis, the SCAI team carried out additional data scouting activities, particularly those related to client-owned tables. In addition to the benefits that it was able to enjoy from the initial stages of its collaboration with SCAI, the Banking Group was thus able to map the input data it had available and quickly identify – as well as fill – any information gaps, achieving perfect time to market, both in terms of compliance and business needs.

Technical Expertise

Compliance Audit

SCAI Finance Insurance & Banking
SCAI Finance believes in and helps companies to practice digital innovation.
SCAI Finance Insurance & Banking
SCAI Finance places people, data, processes and tools at the heart of its service offer, championing ongoing innovation in a simple, sustainable and scalable way.