Risk & Regulatory Advisory

Credit risk management experts who provide advisory services for governance, risk assessment and management, compliance within the context of the risk appetite framework.

Credit Risk advisory

  • Internal Rating advisory, adhering to control and compliance requirements required by central banks and additional regulatory bodies and standards with which banks and other firms need to comply;
  • Internal rating systems assessment and validation in line with Basel II requirements, providing methodologies and tools for evaluating, re performing and challenge Internal Rating model;
  • Internal Control Systems, with control checks at different levels of the organization, ranging from the sales/branches to risk management and audit departments.

Credit Risk Assessment

  • RAF Assessment, including capital allocation planning in order to achieve a risk adjusted budget at business unit level and strategic activities to monitor, organize and govern risk within the financial institution and to better manage risk in different economic climates;
  • Risk Management processes spanning from control / organization structure and process / KPI definition to rating, risk-based limits, provisioning and model validation;
  • NPL Portfolio Fair Value Assessment (such as for securitizations, debt selling) and Expected Loss based provisioning.

Regulatory advisory

  • Comprehensive Credit Risk policy advisory and review for aligning to regulatory update;
  • RWA Optimization improvement of the through: Data Quality, process remediation, Regulatory Tuning, Benchmarking;
  • Alignment with International Financial Reporting Standard (IFRS) and Expected Loss (EL) based provisioning
  • Asset Quality Review evolution, in order to evaluate models and data to industrialize.