Basel II

We have done business analysis for the Basel II implementation of credit portfolios, designing processes and reports as well as functional designs and data flows for PD, LGD and EAD calculations. Project team consisted of 20 people. The project consisted of a full implementation of pillar 1: minimum capital requirements, pillar 2: supervisory review and prepared for the implementation of pillar 3: market discipline. The project was completed a quarter ahead of time and on budget, which helped to achieve Basel II compliance (up to pillar 2) as well as an improved degree of data disclosure for this respective domestic bank.