Risk, Capital & Liquidity stress modelling
Our consultants provide support to banks in development, assessment and improvement of capital & liquidity risk policies, stress testing, macro-economic forecasting models, reporting, analysis, enabling commentaries, identification of early warning indicators and balance sheet optimization. We bring expertise to our clients for them to continually gain oversight and ensure compliance with regulatory requirements. We also help calibrate and review established liquidity limits and thresholds on a periodic review basis. For some of our clients we have developed a series of key risk indicators and reporting that are currently leveraged by Senior Management, Committees and Boards of many Banks.
Our consultants support banks in enabling review and enhancements of IFRS9 Expert Judgment Models, Statistical Models, its analysis and IFRS 9 implementation. We evaluate models assumptions and weaknesses and provide remediation plans. We have several client experiences where we have supported banks on IFRS 9 program management, gap analysis and readiness assessments for IFRS 9 reporting, developed Risk architectures, Risk/Finance integrated data solutions and implemented IFRS 9 product solutions.
We have also ably supported banks in ongoing monthly Production of IFRS9 reports offsite including providing Credit Exposure and Credit Quality metrics, trends, policy exceptions, reserves and provision evolutions of their customer base using our Data Science capabilities. We are also ably supported by our own solution “ECL-air” that has been built by an extensive experience pool of our risk & finance domain consultants, including leading practices and pre-validated methodologies.
Banks are required to adopt the BCBS 239 principles for effective risk data aggregation & risk reporting. Our consultants are already supporting banks in readiness assessments, estimations, building roadmaps and program of activities to achieve full compliance. We continually benchmark and support our clients in data governance practices against the eleven BCBS 239 principles and support them in implementation of BCBS 239 principles.
Financial & Capital Planning / Budgeting
We help our clients in the design and implementation of a comprehensive, best-practice capital planning and decision-making process that can be managed effectively and can cater to the future needs and requirements of regulators. Our consultants work with banks to evaluate, re-design and implement leading practices in their capital decision making processes. We bring forth multiple years of experiences in designing of leading decision structures, evaluation criteria, spending metrics and continuing monitoring and tracking for capital projects.
Risk Data Integration, Reporting & Analysis
We enable banks with our pool of Risk & Finance data integration specialists & data scientists who bring multiple experiences in using their qualitative and quantitative skills to define and apply machine learning algorithms through analytical software and Python scripting languages. We also have several examples of implementations in Banks on Risk data governance, refining and building Risk data architectures and Risk data integrations from multiple core banking solutions to Risk product solutions.