Pak Kuwait Investment Company
- Development of broad level Risk Management Policy and comprehensive Risk Management Process Manual.
- Credit Proposal Evaluations, Approvals and Reviews for Corporate and Investment Banking customers.
- Credit Portfolio Analysis, Profitability Analysis, Sectoral Analysis, Score Distribution Analysis, Rating Transition, Infection Analysis, Stress Testing.
- Establishment of Operational Risk Unit and reviewing Internal Controls Environment.
- Formulation of Operational Risk Implementation Framework and Implementation.
- Basel II advanced approaches and Internal Capital Adequacy Assessment Process Implementation.
- Formulation of strategy for development of “Forecasted Probability of Default” model for Credit Risk, identification of variables and proposition of PD model.
- Calculation of Risk Rating Grade wise Historical Default Probabilities and Value at Risk (VAR) Methodology.
- Core Banking System and Risk Management System evaluation and selection.
- Implementation of Credit Risk Reporting and Risk Modeling System named “Oracle Revelues (modules CCRA, RCRA, MRA, ALM, ROR and Modeling Framework)”.
- Support and vet the Loan Origination and Front Office System named “Oracle Siebels” and “Oracle Treasury”.
- Review and vet the Treasury Policy, Financial Institutions Policy and Corporate Finance Policy.
- Internal Risk Rating System development, review and revision for Corporate and FI Customers