Description
& Summary
Our goal is to assist our clients in establishing robust risk management methodologies, reporting and decision-making tools, designed to facilitate increased profits, more efficiently allocated capital and reserves, and the development of a stronger culture of management and control within the organisation as a whole. Our activities typically cover the following areas:
Credit Risk Modelling – IFRS 9 model development, validation, Basel II/III solutions, including RWA optimisation, scorecard development, and PD/LGD/EAD model developmentMarket, Liquidity and Operational Risk –calculation of market, liquidity and operational risk capital under various regulations, assisting with implementation, and organisational reviewRisk management advice: reviewing the current risk management framework, and designing/implementing a prioritised plan to facilitate any required improvementsComplex finan...