• The choice of Approach: Standardised, Foundation or Advanced.
• Segmentation of portfolios and exposures
• Selection of Basel II software
• Design of internal credit rating systems and the calculation of the Risk Weight Function inputs: PD, LGD, EAD and M.
• Selection and operation of a credit model, including stress testing.
• Selection and operation of systems to maximise the benefits of Credit Risk Mitigation Techniques.