I worked on a data analytics project where I developed models to assess IRB credit risk. I also created Looker dashboards that were tailored to meet the specific needs and goals of the project. I have these tasks for IRB risk model and for dashboards.
Analyses should be created and grouped for finding trends in loan performance.
There are analyses needed to show financial health
There are analyses needed for repayment analysis
Geographical data need to represented.
Managers need analyses for borrower demographcs
Create quantitive analyses for credit history
Managers need to dashboard for understand trends in risk assessment:
There are analyses requrie for managers to understand overall situation of portfolio.
According vaolume of data, there are some components which they should be created. These components are key factors of IRB credit risk model.
Create probability of default (PD) component
Create exposure at default (EAD) component
Create loss given default (LGD) component