- PS 2021
PS 2021
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PS21001_Operational Risk capital and pricing
Project Goal: Create an effective capital and pricing model/ methodology that will enable an optimised risk/ reward profile.
Problem statement
Problem statement
Size: 236.00 KB
Hits: 219
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21002_LDP definition as well as performance measures
Project goal: To clearly define what a low default portfolio (LDP) in a credit risk environment is, as well as give guidance on how the traditional measures (performance, discrimination, etc.) should be amended/interpreted differently for LDPs. Additionally, what other measures should be used to substitute these measures.
Problem statement
Problem statement
Size: 238.69 KB
Hits: 180
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21003_LGD discount rate
Project Goal: The goal of this project is to derive an industry standard LGD discount rate.
Problem statement
Problem statement
Size: 239.13 KB
Hits: 135
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21004_Model risk in ML& AI
Project Goal: The goal of this project is to quantify and manage the ‘model risk’ associated with the use of Machine Learning (ML) and Artificial Intelligence (AI) techniques.
Problem statement
Problem statement
Size: 241.31 KB
Hits: 159
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21005_Standardized IFRS9
Project Goal: The goal of this project is to develop a standardized way of measuring impairment for IFRS9 for credit risk.
Problem statement
Problem statement
Size: 238.97 KB
Hits: 142
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21006_Climate Risk Modelling
Project Goal: To develop a research-based approach for quantifying the impact of climate change on expected credit losses
Problem statement
Problem statement
Size: 239.34 KB
Hits: 243
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21007_Monitoring for Bias
Project Goal: To define methodologies for ongoing monitoring of model inputs, outputs and decision outcomes for emerging bias.
Problem statement
Problem statement
Size: 242.38 KB
Hits: 159
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21008_The Emerging Fourth Sector
Project Goal: To propose a fourth sector-based model for future crisis management, with a focus on the role of financial services organisations.
Problem statement
Problem statement
Size: 239.92 KB
Hits: 133
Date added: 13-05-2021
Date modified: 14-05-2021
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PS21009_Renewable Energy Finance
Project Goal: To explore ways in which the financial services sector can contribute to resolution of South Africa’s energy crisis
Problem statement
Problem statement
Size: 240.50 KB
Hits: 259
Date added: 13-05-2021
Date modified: 14-05-2021