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 Identified gaps, redundancies, and outdated sections requiring updates.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 […]