Our specialist risk modelling team help organisations improve their ability to identify, measure and manage risk.  We use a variety of techniques relying on historical data where available, probabilistic simulation, extreme value theory and expert panelling techniques to determine likely losses (severity and frequency) incurred across a variety of risks inherent to a transaction/business.

We provide specialist risk measurement and management services in the following areas:

• Financial risks
• Operational risks, including fraud, IT system failure, risks from new business, failure to best execute, failure to reconcile portfolio positions, settlement issues, failure to collect all income, securities lending issues, etc.; and
• Compliance risks.

Case study

Market Risk Diagnostic;

Basel II, Pillar 2 (ICAAP) Pre-Implementation Analysis;

Basel II, Pillar 2 (ICAAP) Pre-Implementation Analysis;

Basel II, Pillar 2 (ICAAP) Pre-Implementation Analysis;

Basel II, Pillar 2 ICAAP Diagnostic and Gap Analysis;

Basel II, Pillar 2 Pre-Implementation Analysis;

Liquidity Risk Management Capability Diagnostic;

ICAAP diagnostic and gap analysis;

Participation Risk Assessment;

Integration project: Investment funds;

Implementation of the new liquidity risk regulatory regime;

Review of Internal Capital Adequacy Assessment Process, including Risk and Capital Strategy, Risk and Capital Policy, and Liquidity Risk Management Framework;

Intra-group and Whole-firm Liquidity Application;

Development of Operational Risk Appetite and Reporting / Project Remediation;

Risk and Regulatory Training & Infrastructure Development;

Conduct Risk Strategy Implementation