Basel II Compliance

So How Can SLA Consulting Help?

We work with clients in our chosen industries, to help clients understand the Credit Risk on their portfolio, as required by the Basel Committee of the Bank of International Settlements (BIS), delegated to country specific regulators, such as the Financial Services Authority (FSA) for the UK.

Our area of expertise ranges form the interpretation of the BIS guidance to design of methodology, model construction and deployment, including the regulatory return of the Quantitative Impact Study (QIS) in the following areas; 

Deign and construction of Probability of Default (PD) Model

Design and construction of Exposure of Default (EAD) Model

Design and construction of Loss Given Default (LGD) Model

We have worked with our clients in all of the above areas across the range of the following portfolios;

Mortgage Portfolio

Money Transmission or Current Account Portfolio

Unsecured and Secured Loans Portfolio

Credit Card Portfolio

For a case study regarding this please click on the adjacent link, Case Study

For further information on these subjects please contact Nurul Alam at or telephone +44 (0) 7802 486 311.

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SLA Consulting Limited

The Risk and Information Strategist