Stive Ymele

• Basel modeling (responsible for the real estate scope): – Recalibration of Probability of Default (PD) models for real estate professionals (PIM) – Annual stress-test exercise for PIM models – Annual internal backtesting and validation tool exercise for PIM PD models – Design and implementation of quality Structured Data Repositories (RDS) for various real estate portfolios

• ICAAP: Economic capital estimation – Recalibration of the internal model for calculating economic capital – Calibration of ad-hoc sub-models to the economic capital estimation model – Sensitivity analysis of parameters and impacts on RWA, Quantification of model risk margins – Documentation writing

• Other missions: – Participation in the redesign of the LGD model for large corporate clients – Implementation of the internal standard for retrospective monitoring of Conversion Factor (CCF) models for corporate clients – Creation of a dashboard in Python to automate corporate CCF backtesting exercises – EBA Benchmarking exercise – Internship supervision

• Implementation of quarterly monitoring and Backtesting of credit guarantee granting score models – Stability study – Discriminatory power monitoring – Data input quality – Loss monitoring

• Writing technical documentation