Assisting in enhancing multiple internal activities of a UAE-based commercial bank

Review of Credit Approval Process & Template Reviewed compliance of the credit approval process with CBUAE regulations, including those around AML & KYC requirements Assessment of whether the process effectively evaluates Credit Risk: Analysis of financial statements, collateral, and credit history. Concentration Risk: Monitoring of exposure to specific industries, geographies, or customers Early Warning Signals: […]

Climate Risk Stress Testing Solution Deployment for a regional bank in the UAE

Climate Risk Stress Testing and Reporting Data Preparation and Input The Solution UI accepted data files in a pre-specified template, which includes the sector, revenue, EBITDA, market value, debt, credit rating, and carbon emissions (Scope 1, 2, and 3) and any other relevant fields. The Solution provided this template to the model user. The Solution […]

Case Study Designing and Implementing Climate Risk Management Solutions for an Indian Bank (currently ongoing)

ALP has successfully undertaken a complete implementation of an end-to-end climate risk solutions, encompassing development of ESG Scorecards, measuring financed emissions, climate risk stress testing, and complying with disclosure requirements 1. ESG Scorecard Development Development of an ESG Scorecard for the Bank that: Contained an exhaustive list of scoring parameters across environmental (emissions, water use, […]

Designing and Implementing Credit Risk Management Solutions for a Mid-sized Bahrain based retail bank

Independent Review of the Credit Rating Model in line with CBB Rulebook Volume 2 requirements Reviewed credit risk management policies, methodology and model of the Bank. Policy Review Assessed completeness and scope, and whether all relevant credit risk management aspects are covered. Assessed alignment with the bank’s risk appetite and strategic objectives Assessed credit underwriting, […]

Model Risk Management, Climate Risk Stress Testing, RAROC Model Validation, and ESG Scorecard Validation for the UAE branch of a large Bahrain-based Bank

Identified gaps and developed a model risk policy to draft an MMS policy document Model Governance: Appropriate processes for identification, measurement, monitoring, mitigation and reporting of model risk Integration of Model risk with enterprise risk management, as per the Bank’s appetite for model uncertainty Roles and responsibilities of stakeholders across the model life-cycle are appropriately […]

Credit Risk Anomaly Detection – Deutsche Bank London

The ALP Team built an anomaly detection service for all asset classes for identification of early credit warning signals Problem Statement Sudden market volatility, credit downgrade and litigation and reputational risk of bank’s counterparties lead to hefty economic losses, fines from regulators and reputational loss The Technology Problem: Translation from a growing volume of insightful […]

Policy Enhancement and Fraud Risk Assessment for a Medium-Sized African Bank

Enhancement and Development of Policies Review of Existing Policies Conducted a thorough review of 52 policies (33 new policies to be developed and 19 existing policies for enhancement). Identified gaps, redundancies, and outdated sections requiring updates. Focused on critical areas, including governance, operations, risk management, and regulatory compliance. Conducted a thorough review of 52 policies […]

Setting-up Vision Bank* – a CAT 1 digital bank in ADGM

ALP played a significant role in the launch of Vision Bank. The scope of work also included climate risk stress testing capabilities Business Strategy & Launch Plan Developing business strategy and plan Conducting the market gap analysis Product Identification & design Defining the product mix Formulating the product launch strategy & timeline Developing business strategy […]

Assisting in Digital Bank Development and BCM Framework for a Medium-Sized​ African Bank

Digital Bank Development Strategic Planning & Advisory – Platform Methodology Conducted benchmarking against regional and global Islamic digital banks, identifying competitors’ product features, Shariah-compliant structures, service quality, pricing, and innovations. Conducted benchmarking against regional and global Islamic digital banks, identifying competitors’ product features, Shariah-compliant structures, service quality, pricing, and innovations. Product Development Prioritization Identified and […]

Building an ESG Data Warehouse for Asset Managers

Welcome to our latest blog post, where we delve into the construction of an ESG (Environmental, Social, and Governance) Data Warehouse—a critical tool for asset managers aiming to integrate ESG considerations into their investment decisions. The Importance of ESG Data In today’s investment landscape, the integration of ESG factors into portfolio management is not just […]