Investor Presentation August/September 2009
Enhance Risk Management Initiatives
1
Enhance Risk
Management
Framework
2
■
■
■
■
Developed Risk Model Governance Framework, Risk Strategy and comprehensive MIS capability
Development of Basel II Standardized Approach capital calculator for Emirates NBD completed in line
with UAE Central Bank
Developed Basel II compliant internal Rating system for corporate, SME and FI customers and
development of Rating Masterscale
Implemented group-wide Internal Capital Adequacy Assessment Process (ICAAP) in line with the Basel
Il guidelines
Developed application and behavioral scorecards for Retail products
■
Developed home loans application model
■ Enhancement of current PIP methodology for Corporate and Retail segments
■
Completed technical VaR implementation for trading desks
Implemented initial pricing & valuation engine for the existing Treasury Sales Book
Improve
Collections
■ In-source field collections to improve efficiency
Expand tie up with international recovery agencies
■ Set up retail restructuring/workout unit
Emirates NBD
40
40View entire presentation