CONSULTING

Risk Governance and Process

We work with clients to evolve their risk management capability. We re-align practices that have become ‘siloed’ and implement effective governance. Everything we do is underpinned by advanced risk architecture and analytics, enabling us to provide a comprehensive and fully integrated view of enterprise-wide risk.

 

We have significant experience of developing methodologies and models to measure a broad range of risks faced by financial institutions. We also create strategies to optimise balance sheets and capital structures, helping clients to fulfil their business plans.

Areas of expertise:​

Risk Frameworks

Risk frameworks, governance, strategy, appetite, risk policies, procedures and controls

Credit Transformation

Design and delivery of credit processes and infrastructure (from origination to account closure) fit for the 21st century

Portfolio Management

 

Portfolio reviews, due diligence, sale and acquisition, climate risk

Risk Models and Analytics

Our approach to model and analytics is comprehensive and looks at the entire model lifecycle. Our team of experienced modellers can assist firms with technical development as well as enhance their model governance, programme management and independent review and validation.

Areas of expertise:​

Capital

IRB credit model methodology, development, implementation, validation.

Basel IV preparation.  

Impairment

IFRS9 and CECL methodology, model development, implementation, validation and review. PMA frameworks and sensitivity tool

Decsisioning

Development and implementation of application, behavioural and affordability models

Stress Testing

Scenario design, model development, and validation

Climate Change

Scenario development and portfolio loss modelling

Model Risk

Governance, policy, frameworks and inventory solutions. Model monitoring development

Risk Infrastructure, DAtA and Reporting

We work with clients to evolve their risk management capability. We re-align practices that have become ‘siloed’ and implement effective governance. Everything we do is underpinned by advanced risk architecture and analytics, enabling us to provide a comprehensive and fully integrated view of enterprise-wide risk.

 

We have significant experience of developing methodologies and models to measure a broad range of risks faced by financial institutions. We also create strategies to optimise balance sheets and capital structures, helping clients to fulfil their business plans.

Areas of expertise:​

Reporting and MI

Development of key risk indicators, board reporting and management information, portfolio analytics

Data Governance

Development of governance, controls, reporting and maintenance of enterprise data used by the risk managers. Data migration as result of sale or purchase of loan portfolio

Risk Systems

Identification, RFP support, implementation, migration of risk infrastructure to the cloud