challenge

review of pillar 1 yield curve stress methodology
technically challenging piece of work involving
principal component analysis
many interconnected expert judgements
working as a team to produce cohesive solution
meeting multiple stakeholder needs

action

produce backing analysis for expert judgements
arranged meetings with key stakeholders to get buy-in ahead of committee presentation
authored decision papers
incorporated line 2 feedback
updated documentation
presented to committee

result

complex methodology review from start to completion
compliance with to TAS 100, TAS 200, APS X1
large volume of analysis processed, condensed, ordered, auditable
every assumption and choice of methodology explained