Subramanya K

Senior Consultant @EXL

The model performance tracking, production and model implementation of CCAR/CECL base and stress models for secured product portfolios on an international basis. Implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models. Document all production related activities around production/model implementation/performance tracking. Document & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities such as loss forecasting/benchmarking their loss forecasts and assessing the risk of various lending segments (i.e, Risk Appetite) Implementation of different CCAR and CECL models annually