We provide our clients with state-of-the-art risk management tools and consulting services.

​Our consulting services bring together quantitative experts with deep knowledge of regional regulatory requirements and a solid understanding of senior management’s expectations. We can supply the profiles and levels of experience required to deliver on the most challenging and time-sensitive projects.
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Credit Risk

We help our clients develop, validate and maintain Wholesale and Retail credit risk analytics, methodologies and models.

​We cover:

• Methods, Analytics and Models used for: Pricing, Provision/Impairment/ALLL (IFRS 9 and CECL), Stress-Testing (EU and CCAR/DFAST) and Economic & Regulatory Capital.
• Risk parameters: Probability of Default (PD), Exposure-at-Default (EAD/CCF/LEQ) and Loss-Given-Default (LGD) modelling.
• Portfolio models: Loss distribution modelling. Structured products’ pricing.
• For the assets classes: Corporates (Large and SME), Banks and FIs, Sovereigns/ Municipalities/PSEs, Specialized Lending (Aircraft, Shipping, Project, Commodity and Real Estate Finance), Private Banking and Retail.
• Trading book: adjustments to derivative contract valuations, CVA-XVA.
  

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