What we cover
Credit Risk
Customer credit limits, concentration and collections. Full ratings and provisioning depth for lenders.
Market Risk
Foreign exchange, commodity and rate exposure, with trading book controls (VaR, sensitivities, hedging) for financial firms.
Liquidity Risk
LCR, NSFR, funding plans, and early warning indicators sized to your balance sheet.
Capital & Stress Testing
Downside scenarios and capital planning that inform real decisions. ICAAP for regulated institutions.
Model Risk Management
Model inventory, validation, and governance across the full model lifecycle.
Data & Risk Modelling
The datasets, pipelines, and quantitative models your risk numbers depend on.
IFRS 9 & Provisioning
Expected credit loss models and provisioning that survive audit and review.
Interest Rate Risk
Exposure on debt, refinancing and rate resets. IRRBB measurement for banks.
The challenge
Every business carries financial risk. Customers who pay late or not at all,
cash that runs tight before it runs out, funding that reprices, and forecasts
the numbers no longer support. Lenders and insurers carry all of that plus
Basel, IFRS 9, stress testing and capital rules on top.
Our approach
We build frameworks that fit the business in front of us, sized to it, not
copied from an institution 100 times its size. We assess the real exposure,
design methods proportionate to it, and implement something the team can run
after we leave.
What we deliver
- Customer credit limits, concentration and collections
- Cash flow forecasting, funding and working capital
- Foreign exchange, commodity and interest rate exposure
- Bad debt and expected credit loss provisioning
- Scenario and downside testing for the business plan
- Risk appetite frameworks the board can actually use
- For lenders and insurers: credit modelling (PD, LGD, EAD), market risk infrastructure (VaR, FRTB), liquidity (LCR, NSFR), IFRS 9, Basel and capital
Typical outcomes
- Regulatory compliance without over-engineering
- Improved capital efficiency
- Risk-adjusted decision-making capabilities
- Sustainable internal risk management capability