References

Large Czech bank

• Basel II Advanced Internal Rating Based System methodology assessment
• Redesign of the LGD and EAD estimation methodology
• Scorecards assessment

Large Slovak bank

• Scoring function for the SME segment
• Database and software system for online scoring for the SME and Small Business segments
• Online software support

International Financial Group

• Market Risk management process assessment and redesign
• Basel II capital reporting implementation audit

Leader in consumer loan market

• Scoring functions for consumer loans
• Credit methodology complex solution
• Monitoring, strategy

Large bank operating on Central and East European markets

• Basel II Consulting
• PD, LGD, and EAD methodology and implementation – Basel II approach
• Scoring function development, PD calibration, and performance optimization

Large Czech bank

• Complex audit of Basel II methodology and documentation for ČNB

Training and advisory activities

• Project STRENGTHENING THE CZECH BANKING SECTOR - Application of Basel II (training for a “Big Four” client)
• Lecturing for MFF UK (Banking credit risk management, derivatives, Diploma thesis advisory)
• Lecturing for Faculty of Finance and Accounting (VSE), Banking Institute, Institute for International Research, Marcus Evans, Euromoney etc. (Financial markets, derivatives, risk management, doctoral/masters's degree advisory)
• Guaranteeing Master’s Degree Program in Financial Engineering (University of Economics in Prague)