GAP analysis: what is the Bank's IRB/AMA preparedness and what needs to be done?

During the GAP analysis, ITCB (Bankárképző) will conduct an assessment of the Bank's IRB/AMA readiness. Some examples of a typical IRB assessment:

  • default definition
  • scoring system
  • PD, LGD and EAD models
  • use test
  • experience test
  • capital calculation
  • roll-out plan
  • stress test

ITCB (Bankárképző) not only looks at compliance with the text of the legislation, but also ensures that all areas and processes not directly involved are included, so our survey gives a full picture of the tasks to be undertaken.

These are areas that may also require significant resources to develop:

  • business and risk processes (internal processes)
  • system functions
  • data flow and data storage

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