Featured - 3 items
Model Risk Management Survey 2023
Don’t miss out on our latest survey:
- How financial institutions see the importance of proper MRM?
- Where are the main benefits which can be achieved by successfully implementing relevant frameworks?
- How far are organisations in terms of utilising of modern technology solutions and tools to support automation and digitisation in the MRM area?
Our team's mission is to support clients from the Financial industry in bringing risk expert consultants and building sophisticated tools which in turn help them to remain competitive and gain regulatory comfort at the same time.
Rostislav Černý
PwC CZ partner for Risk Management & Modelling
Our services in Risk modelling
Our risk modelling team provides mainly the model development and validation services in various areas of quantitative risk management in regulated financial institutions (in particular credit risk). On top of that we also build software tools to automate risk calculations, reporting, or model risk & lifecycle management.
Our services in Governance area
We set up rules and organisational structure of how the financial institution operates to support sound risk management.
That includes:
Processes in the risk management cycle (risk identification, assessment, mitigation, monitoring and reporting)
Output of risk management cycle – reports, dashboards
Roles and responsibilities of risk management cycle participants (1st and 2nd Line of Defence)
Policies, procedures, job descriptions, KPIs and goals related (not only) to the risk management
…for all types of risk (credit risk, market risks, operational risks, liquidity risk) and processes (capital management, stress testing).
Our digital Tools and solutions
Decision Manager
Model Risk Manager
Credit Risk Modelling Suite
IFRiSk 9 / CECL Calculator
Dynamic Portfolio Simulator
Model Validator
Contacts
