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Risk Management & Modelling

Empowering trust in financial institutions by providing risk expertise and tools

Model Risk Management Survey 2022

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?

Find out more

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 services in Business area

We bring visible business improvement through better customer experience, data, innovation and automation provided by our digital Tools and solutions.

Our digital Tools and solutions

Decision Manager


    • 5-20% rise in profitability due to improved scoring
    • 10-50% higher volume of new business due to new data sources and effective processing of new clients
    • <15 minutes to implement changes to strategies
    Together with our partnered firm Taran we deliver end-to-end back-end implementation of your loan approval process and other decisioning processes..
  • Read more

Model Risk Manager

Credit Risk Modelling Suite


  • The future of model development automation - the tool automates the credit loss modelling under various frameworks (IFRS 9 / CECL / IRB).
    The PwC Credit Risk Modelling Suite (CRMS) showcases the possibilities of automation and standardisation in credit risk modelling. With a methodology adjustable to your needs it covers all stages of model development from modelling of individual components to the final impact analysis.
  • Read more

IFRS 9 Calculator


  • Simple off-the-shelf solution for IFRS 9 ECL calculation and analysis.
    The PwC IFRiSk 9 Calculator has been developed to support financial institutions with the IFRS 9 ECL calculation. Powerful engine together with a simple interface enable users to quickly evaluate and compare ECL under different scenarios.
  • Read more

CECL Calculator


  • Simple off-the-shelf solution for Current Expected Credit Loss calculation and analysis.
    The PwC CECL Calculator has been developed to support financial institutions with the CECL calculation. Powerful engine together with a simple interface enables users to quickly evaluate and compare CECL under different scenarios.
  • Read more

Model Validator


  • Get out of model testing routine with Validation Automation Service
    We can help you automate repetitive model validation and model monitoring so that you can focus on risk analysis and decision making. Most resources will be saved when your institution uses similar models across portfolios and for regular ongoing monitoring tests.
  • Read more

Are you interested in our services?

Contact us and we will get back to you.

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Contacts

Rostislav Černý

Rostislav Černý

Financial Services Risk and Regulatory, PwC Czech Republic

Tel: +420 775 176 782

Jiří Mach

Jiří Mach

Financial Services Risk and Regulatory, PwC Czech Republic

Tel: +420 703 186 914

Ondřej Glatz

Ondřej Glatz

Financial Risk Modelling, PwC Czech Republic

Tel: +420 608 113 228

Filip Návrat

Filip Návrat

Financial Services Risk and Regulatory, PwC Czech Republic

Tel: +420 606 025 631

Jan Muchna

Jan Muchna

Financial Services Risk and Regulatory, PwC Czech Republic

Tel: +420 777 563 619

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