Credit Risk Process Review

Client Needs & Objectives

Our client, a major regional corporate and retail bank, mandated us to assist the internal audit team in reviewing credit risk processes, governance and models.

The project was a key strategic milestone for the bank as it was part of the institution’s process of obtaining the regulatory approval to use the Basel II Internal Rating Based approach.

Our approach

The project was broken down into 4 sections:

1. Transversal processes: Governance, Framing, Monitoring & Reporting

2. Credit lifecycle: underwriting and deal monitoring, post-underwriting activities

3. Model review: Probability of default (PD), Loss given default (LGD), Exposure at default (EAD) for the corporate and retail credit products (16 models)

4. Securitization: Each section had its own dedicated team, objectives and set of detailed recommendations.

Client Benefits & Main Results

  • Expert independent review of the bank’s risk models and processes

  • Detailed point-by-point recommendations to achieve compliance with international and regional regulatory standards

  • Complete assistance from project scoping to presentation of the recommendations for improvement and business case to the regional regulatory body

Scroll to Top


After 13 years of a wonderful journey, alongside talented colleagues and valued clients, it is time for Chappuis Halder & Co. to begin a new adventure as Capgemini Invent.


As thinkers and doers, we have supported clients around the world and have consistently invested in expertise to provide thought leadership and deliver impactful projects related to Finance, Risk and Compliance ESG, Business development and Organization transformation, Data, Tech, and Cybersecurity.


Joining forces with Capgemini Invent presents an extraordinary opportunity to accelerate and go above and beyond as a global team to “Seize the full potential of financial services”.

Our journey continues as