The banking sector undergoes tremendous transformations
Accelerate change. With us.
Our team has deep risk management expertise and many years of experience in working with G-SIBs, international and regional banks across different deparments.
Our approach is characterized by rigorous analytics and deep understanding of your needs in times of digitilization.
We work with financial institutions on the following topics
1
PD/LGD
IRB/IFRS 9/CECL
2
Macro-Models &
Stress Testing
3
Derivative exposure
modelling
4
Model Validation
Earnings volatility
The top priority of credit portfolio management (CPM) has been to understand overall risk in credit portfolios, maximize returns and manage credit concentration.
One point which is often missed in the CPM discussions is that in the process of managing the risk concentration, the portfolio managers may also end up decreasing earnings volatility.
CPM
Credit portfolio model
>10%
Reduction in earnings volatility
