
RISK 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