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	Basel Accord With the implementation of Basel II and the removal of traditional barriers to doing business across geographic boundaries, we as bankers need to think more carefully about the capital impact of our choices. Read More ...   Basel II Reporting Alchemy’s enterprise risk management solution, Alchemy Risk Manager generates a full set of reports both for Pillar I & II. These reports are compliant with SBP reporting Read More ...   Basel Committee on Banking Supervision - The Standardized Approach to Credit Risk Details and methods to calculate credit risk under the standardized approach Read More ...   International Convergence of Capital Measurement and Capital Standards Details of Pillar I, II & III of Basel which deal with Minimum Capital Requirements Read More ...

	ICAAP Report - Sample Table of Contents Download a copy of sample table of contents for the ICAAP report. Download   ICAAP Report - Sample Executive Summary Interested in finding out what needs to be in the executive summary for the ICAAP report before SBP's submission? Send us an email with the following information and we will send you a sample of the report: Name Designation Organisation Contact number

	Value at Risk One of the most pertinent questions in risk management has been: How much do you stand to lose, over a certain period and with a certain probability? The most common answer to this question today is Value at Risk, a risk measure that expresses itself as one number. Read more ...   Capital Charge Calculation Probability of default is most commonly associated with the Basel II IRB approach to credit risk. Under the IRB or internal ratings based approach, probability of default is one of the key inputs required to compute a regulatory capital charge. Download   Probability of Default Calculators Probability of default is the likelihood that a customer will default, given the actual realized experience of customers with similar credit scores. Facility risk ratings further refine the risk rating framework by calculating PDs by customers and products as specified by the central bank. This paper documents the methodology used to assign customer credit scores and probability of default computation. Download   Parameter Estimation for the CIR model This paper uses the equilibrium model of the term structure of interest rates based on the framework of Cox, Ingersoll and Ross (CIR, 1985) Read More ...   Stress Testing Stress Testing is a name given to a wide range of quantitative techniques which are employed by the banks to test the vulnerabilities of their financial systems. The idea is to apply shocks of various degrees on different portfolios and instruments and gauge their affect on the bank’s capital base. Read more ...   Workshops & Training Alchemy Technologies is a risk advisory firm which provides Basel II compliant risk management solutions and consulting. As part of its practice, Alchemy holds both, domestic and international training workshops for industry executives on the most pressing issues of the time. Read more ...

	Minimum Capital Requirements For Banks & DFIs Revised Regulatory Capital Framework under Basel II Specific methodologies and calculations used to calculate credit, market and operational risk under the standardized approach Read More ...   Guidelines on Stress Testing Guidelines and details for stress tests which are to be applied on a balance sheet Read More ...

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