SERVICES → RISK MANAGEMENT
Linktera Credit Risk and Regulation Solutions
Selected as the best partner in the MEA region in 2017 thanks to the successful projects carried out with the SAS Risk Solutions product family, Linktera once again crowned its success as the first partner to receive the "Gold Partner" title in the region in the fiscal year of 2019.
Linktera Credit Risk and Regulation Solutions team provides consultancy, implementation, system integration and automation services to the institutions we serve in the field of Credit Risk Management, Internal Capital Adequacy Assessment Process (İSEDES) and Risk Management Legislation.
In this context, we continue to create added value with the participation of our new customers and solution-oriented stakeholders, especially the Republic of Turkey Ziraat Bank, Türkiye İş Bankası, Yapı ve Kredi Bankası, Akbank, Türkiye Ekonomi Bankası, Alternatifbank, Anadolubank and Turkland Bank.
Legal Credit Risk Capital Calculation Management Solution
1. Uploading all receivables in the bank's assets, which pose a credit risk, from the bank's databases to the calculation system.
2. Calculation of the regulatory or internal capital required to be held for credit risk using the Standard Approach, Basic Internal Rating-Based Approach (FIRB), Advanced Internal Rating-Based Approach (AIRB) methods.
3. Calculation of credit risks with Simple or Comprehensive Financial Collateral Methods in the Standard Approach method.
4. Calculation of counterparty credit risks for transactions that create counterparty credit risk using Fair Value, New Standard Approach (SA-CCR) methods.
5. Calculation of regulatory or internal capital required to be held for credit risk with the Basel-IV approach.
6. Calculation of credit risks arising from central counterparties (CCP).
7. Calculation of credit risk related to credit valuation adjustments (KDA) for derivative transactions.
8. Calculation of the bank's credit risks on both a consolidated and unconsolidated basis.
9. Producing legal reports shared with legal authorities for credit risks, producing publicly disclosed footnote tables.
Legal Credit Risk Capital Calculation Management Outputs:
• Credit Risk Standard Approach Report (KR Reports)
• Credit Risk Basic IDD Report (KR Reports)
• Credit Risk Advanced IDD Report (KR Reports)
• Credit Risk Basel-IV Approach Report
• BRSA Risk Reports (KN, RS, TM, RT Reports)
• Credit Valuation Adjustment Report (PR form)
• Independent Audit Report Footnote Tables
• Other Internal Reports
Economic Capital Calculation Management / Stress Test Solution
1. Uploading from databases to the calculation system.
2. Uploading the bank's initial financial statements to the system.
3. Uploading macro-economic scenario and risk factor projections to the system.
4. Implementation of stress tests for legal purposes.
5. Application of stress tests for internal purposes.
6. Calculation of economic capital (CreditRisk+ approach).
7. Creation of projected financial statements, calculation of capital requirements.
8. Uploading management actions to the system and updating calculations.
Economic Capital Calculation Management / Stress Test Solution Our Outputs
Projected financial statements with and without action
Stress test results
• Projected risk appetite ratios, capital requirement ratios
• Economic Capital (Credit VaR)
Model Risk Management Solution
1. Establishment of a central model management platform where all model user business units are supported and model inventory and documents are managed
2. Establishing an infrastructure that feeds important data on models (model features, validation results, important information to follow)
3. Creating model lifecycle diagrams
4. Creating model network diagrams where model dependencies and model relationships are followed
5. Model reviews and follow-ups
6. Follow-up of model change requests
7. Model action follow-up
8. Follow-up of findings and actions regarding models
9. Digitizing model risk and dashboard tracking
Model Risk Management Solution Our Outputs:
• Model lifecycle Management platform
• Internal reports on model governance
Credit Risk Advisory
Process Consultancy for IDD Approach Applications
• Performing gap analysis for all relevant processes such as organizational structure (including Level 1, Level 2 and Level 3 controls), modelling, validation, allocation, monitoring, pricing, budgeting for banks aiming to become an IDD Bank.
• Creation of action lists and roadmaps for areas deemed lacking.
• Preparation of the IRB Application Package (Summary model documents, control environment, implementation plan, self-assessment, documentation) required for the BRSA.
• Providing self-assessment consultancy to be submitted to the BRSA.
Internal Capital Adequacy Assessment Process (İSEDES) Consultancy
• Risk assessments including İSEDES design / stress tests.
• Preparation of İSEDES Report.
• Preparation of İSEDES Validation Report.
• Preparation of İSEDES policy and İSEDES workflows.
• Development of the risk appetite framework (RAF, RAS).
• Development of İSEDES macro-economic models.
• Methodology consultation for the first pillar and the second pillar risks.
• Design of stress testing framework for capital and liquidity planning.
Risk Management Good Practice Guides Consultancy
• Creation of risk policies and contingency plans regarding Credit risk, Market risk, Operational risk, Counterparty credit risk, Country risk, Structural interest rate risk, Concentration risk, Liquidity risk, Reputation risk, Strategy risk.
• İSEDES guide, credit risk guide, country risk guide, counterparty credit risk guide, Market risk guide, structural interest rate risk guide, Operational risk guide, liquidity risk guide, reputation risk guide, concentration risk guide, stress test guide, truthful performing gap analyzes for good practice guides such as value guides.
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