P V N Raju

Responsible for end to end implementation of IFRS 9 / Ind AS 109 in Union Bank of India. This includes:

• Recognition, Derecognition, Classification and Measurement of Financial Instruments.

Computation Impairment allowance on Financial assets, which includes:

• Segmentation using CHAID & CART
• Staging & SICR
• Developing macro
• PIT PD computation using Z score and stressed transition matrices using Z score
• PIT LGD using Jacob Frye Technique
• PIT LGD for secured portfolios using collateral modelling
• EAD modelling for funded and unfunded products(CCF modeling)
• EIR calculation for discounting
• PD LGD EAD Term structures for ECL computation
• Model Validation techniques
• Incorporating Provisions in RAROC

Regulatory Reporting:

• Computed risk-weighted assets for loans and advances under standardized approach.
• Exposure monitoring of large borrowers of the bank, and filling of returns under the large exposure framework.
• Monitoring prudential ceilings

• Relationship manager for 25 large corporate borrowers, handling a portfolio worth more than Rs 15,000 crores. The portfolio mainly consists of NBFCs, HAM, and other infrastructure accounts.
• Handling a team of two credit risk analysts and vetting large corporate credit proposals of more than Rs 250 crores processed by them.
• Generated new business through collaboration with financial advisors and branch team.
• Closely monitored issues, promptly reaching out to customers.

• Preparation of comprehensive credit process notes for large corporate borrowers for recommendation to sanctioning authorities.
• Analysis of Financial Statements and Credit-Related Checks.
• Stage-wise monitoring of borrowers and preparation of monitoring reports.
• Credit Processing Officer for a portfolio of Rs 10,000 crores, consisting of 15 accounts.
• Handling of sectors such as NBFC, HAM, and other infrastructure.

• Analyzing the credit proposals of MSME and large corporate borrowers submitted by branches in the Vizag region, and submitting them to the competent authority for sanction.
• Analysis of Financial Statements and Credit-Related Checks.
• Assisting the branches in preparing the corporate credit proposals.
• Reviewing the monitoring reports submitted by the branches.