Appendix IV: Retail Model Inventory


Name of Model (Specific Product/Portfolio) Purpose or Type Exposure Class Implementation Date Last Validation Date # of Accounts $ Exposure Definition of Event (Good/Bad) Description Reference Document
Residential Mortgages Residential Mortgage App Acquisition Residential Mortgage Dec-00 Mar-04 10,000 1.5 Billion 90+ days Incorporates credit bureau data to approve / decline / refer applications. Detailed documentation, methodology, development and validation of the model.
Card Products Product 1 Account Management QRRE Dec-01 Feb-04 100,000 300 million 60+ days Vendor developed model based on internal data. Detailed documentation, methodology, development and validation of the model.
Card Products Product 2 IRB PD Estimation QRRE Feb-04 Jun-04 95,000 285 million 180+ days Internally developed model based on 5 years of internal data. Detailed documentation, methodology, development and validation of the model.
Personal Loans Thin Origination Other Retail Oct-03 Dec-03 80,000 240 million 60+ days Origination model, based on credit bureau data and application characteristics. Detailed documentation, methodology, development and validation of the model.
Personal Loans Thick/Clean Origination Other Retail Sep-03 Nov-03 115,000 345 million 60+ days Origination model, based on credit bureau data and application characteristics. Detailed documentation, methodology, development and validation of the model.

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