Risk Advisory Expertise

Long SME roster in Climate Risk Identification, Assessment and Mitigation strategies, and Climate Scenario modeling. Our risk advisors have expertise in defining risk management framework, assessing policy adequacy, risk appetite definition, risk identification and stress scenario generation. Our model experts have expertise in Credit, Market, Liquidity and Operational risk loss estimation methodologies. For over 10 years we have been helping many large financial institutions with their CCAR/DFAST, CLAR, FRTB, CECL, Reg YY, Reg W programs.

Regulatory Expertise - experience helping clients with regulatory exams and MRAs.

Experience engaging regulators from FRB, OCC and FDIC on framework effectiveness in the following areas.

• Climate Risk Frameworks (TCFD, GHG, SASB, GRI)
• Climate Risk Scenraio Analysis and Modeling (IPCC, IEA, NGFS)
• Basel II/III
• CCAR/DFAST/ICAAP
• Reg YY/Reg W/CLAR/5G/LCR/NSFR
• FRTB
• CECL
• BSA AML/Fraud

Risk Management

Over the years, we have successfully helped our clients in the following areas.

• Enterprise Risk (ERM) and Climate Risk Framework Development
• Stress Scneario Generaiton and Validaiton
• Market, Credit and Operational Risk Losses and RWA Model Development and Validation
• AI/ML Explainability and Interpretability
• CCAR/ICAAP Effective Review and Independent Challenge
• Banking Book/Trading Book Capital Optimization Strategies
• Risk and Finance Data Management and Analytics
• Operational Loss Modeling - Loss Freq/Severity, AML/Fraud, Cyber Security Breach Loss Estimation
• Liquidity risk modelling (Stress Testing, Behavioral Cash Flow models, FTP)
• Internal Audit of Risk Management Frameworks and Risk Self Control Assessment

To find out how we can help you please contact us.