Srinivas Chekurti

• Determine the emerging risk exposures followed by developing risk scenarios that would impact their business and analyzing the
organizations existing risk policies and risk culture.
• Drive the conception, development, implementation, and execution of models for risk measurement beyond traditional risk models to
cope with the complexity of the portfolio.
• Entrust with the overall responsibility of reviewing the portfolios and strategies to understand the drivers of performance and develop
reports that summarize the risk profiles to facilitate efficient risk management.
• Deliver support in the enhancement and support of existing risk systems and applications.
• lead the formation and management of the IFRS9 expected credit loss quantification process for KFH(AUB) group-wide exposures. Act
as a lead on addressing regulatory, model validation, and audit-related queries.
• Accountable for leading the design and development of the 12-month and Lifetime/forward-looking PD, LGD and LEQ/CCF scenario
modelling methodology.
• Performed regular back testing and benchmarking exercises and set up next-generation rating models, VaR, Fraud Models to oversee
the models performance. Assist in IFRS9 Stage allocation by outlining the business rules.
• Facilitate the designing and development of IFRS9 and credit risk governance, Model Risk Management policies for the Group by guiding
the senior management.
• Meet the capital requirements by preparing and incorporating ICAAP credit and strategic risk stress testing methodology.
• Incorporate knowledge and expertise to ensure models are accurate while analyzing future risks, opportunities, and effectiveness.
• Build a risk & compliance culture and teams to handle the risk and compliance matters in a meaningful and pragmatic manner.

• Delivered strategic credit risk plans and policies to empower the credit risk foundations of the financial institution. Devised and
implemented risk policies and managed risks by implementing effective mechanisms to mitigate the same.
• Developed and maintained a risk management framework for the organization and related entities.
• Entrusted with the overall accountability of steering, assessing, and optimizing the economic capital (ECAP) model for Bank-wide
• exposures through the ASRF framework.
• optimized the existing Rating methodology for a commercial portfolio, including Corporate, SME, and NBFI.
• Prepared and performed the roll-rate stress test model for the retail portfolio.
• Delivered guidance in optimizing the risk systems for the models implementation.

• Played a stellar role in preparing and confirming the risk-rating methodology for lease financing portfolios.
• Enhanced the entire portfolio by assessing the reward trade-off and delivering recommendations.
• Assessed the portfolio acquisition strategy and risk-based pricing.
• Assisted in survey and warranty claims by articulating and formulating an analytical framework.

• Assisted in credit cards and mortgages by preparing and presenting the behavioral scorecard.
• Played a stellar role in preparing the TTC and PiT probability of default models for the Consumer Portfolio.
• Generated and issued the statistical aspects of model methodology and validated model performance.
• Shouldered the entire responsibility of handling the portfolio stress test and sensitivity analysis.
• Gauged and assessed the RWA for the portfolio for stressed and un-stressed conditions.

Basel II Risk parameters PD, LGD estimation for capital requiremnt

Retail Credit card partfolio analytics.Developing behavioural scorecard, fraud scoring, line increase/decrease strategies

Portfolio Risk Analysis