Business Online
2017 – 2019

Development of a Risk Analytics System for the Thai economy to provide government agencies and financial institutions with inputs for risk macroeconomic and entity risk management. This involves the use of R codes in Oracle to create an automated system where results are automatically generated and displayed after a month batch entry of data update. The results can be purchased online or by subscription.

Bank Negara Indonesia
2013 – 2016

Comprehensive risk management and IT advisory covering policies, Standard Operating Procedures, rating models and systems, staffing, training, knowledge transfer and knowledge base creation, software acquisition RFP, POC and UAT, all with documentation. All these were part of helping the bank to execute their transformation process when recovering from the Global Financial Crisis. An integrated consultancy of Risk Management and IT was provided when the proposal by the overall transformation consultant was for two separate specialists.

2013 – 2015

Creation of top-down stressing testing model and system.
Development of metrics for Basel II liquidity measurements. SBI was advised on statistical measurements like Coefficient of Variation to determined the volatility of specific cash flow streams.

Bank Rakyat Indonesia
2012 – 2013

Development of an internal rating system for credit card customers to replace outdated scoring system. The Weight of Evidence approach was employed to create Point In Time (PIT) models while a heuristic using Days Past Due (DPD) was developed to update credit ratings. The project was later published as Risk Rating in Asian Banks, a chapter in Handbook of Asian Finance, Volume 1.

2011 – 2012

Creation of a Basel II Internal Rating Based compliance inspection manual under a World Bank Grant plus training of bank examiners on implementation including the use of T-SQL to extract original data for audit and analysis.

Thanachart Bank

Data audit for Basel II compliance covering levels of adequacy, validity, reliability and outdatedness. Documentation and knowledge transfer of Extraction, Transfer and Load were included.

UOB Bank

Development of consumer credit model. The Logistic Regression was employed and bank staff were educated on the costs of Type I and Type II errors in credit application decision-making.


Assessment of data warehousing adequacy for risk management solution.