Project content

(technical, contentual)

• Adapting the parameterization for Advanced IRB
• Retrofitting of bank specific algorithms according to new requirements
• Completely new implementation of securitizations according to RBA (Ratings Based Approach)
• Complete migration testing on the basis of real manufacturing data
• Professional and technical support for the definition of data from securitization transactions (originator, sponsor and investor)

Duration

7 months

Used technologies

(Platform(s), software architecture, programming languages)

• FERMAT (4.4 - 5.3)
• Oracle 9 / PL/SQL
• MS Excel

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