Credit Risk Analysis Division
The Credit Risk Analysis Division's (Credit RAD) primary areas of responsibility include: direct exam support for bank supervision, scholarly and policy-orientated research, and economic and policy analysis to support the development of sound banking policies. In direct bank supervision support, staff serve as technical advisors to examiners on the design, development, and assessment of banks' risk measurement models and tools related to underwriting, account management, and Basel II/ IRB regulatory capital requirements. In addition, the division has an active research program that contributes to the general understanding of quantitative modeling issues in financial economics and applied econometrics in particular, and banking issues in general. Staff conduct original research on quantitative issues related to the development of statistically sound credit-risk models and integrate the knowledge gained into the supervisory process. Credit RAD staff also actively participate as quantitative experts in intra-agency, inter-agency or international policy working groups to support the development of policy.
Credit RAD Staff