Financial Risk and Regulatory Reporting

Achieve sustained advantage by navigating risk and regulatory changes with flexibility and agility

Financial services risk and regulation - many see it as a challenge, we see it as an opportunity. An opportunity to stand out. An opportunity to grow. An opportunity to build trust.

Today, organisations are exposed to an increasingly complex set of financial risks because of geopolitical instability, global pandemics, exchange rate volatility, international growth initiatives, relationships with customers and suppliers and variations in the capital markets. 

With an exponential growth in the amount of data, there is also a proportional increase in demand for effective and advanced predictive risk models to help understand uncertainty and drive decision making. Investors demand efficient capital deployment, healthy cash flow, enhanced risk management for greater financial stability and maximise value.

PwC Mauritius - Financial - Libor

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Risk Strategy and Capital Management

  • Risk strategy formulation
  • Developing Risk Management models and framework
  • Capital Management and Review
  • Risk governance

Regulatory and Compliance

  • Impact assessment for changing regulations - Basel, IFRS9, FRTB, IRRBB, SA-CCR
  • Regulatory compliance and framework review
  • Target Operating Models for Regulatory bodies

Treasury

  • Treasury Transformation and set up of Target Operating Model across front, mid and back office functions
  • Treasury Strategy validation
  • Development of reporting and limit management framework 

Credit Risk, Advanced Analytic & Models Development

  • Credit Risk governance policy and framework review
  • IRB-VaR, Capital charge computation and stress testing
  • Statistical & Machine learning model development and validation
  • Assistance with AIRB, FIRB, IFRS9, IFRS 17

Stress Testing and ICAAP

  • Designing Stress testing models
  • Designing ICAAP framework
  • Testing assistance

Market Risk

  • Development of Market Risk models, valuation, Governance and reporting framework
  • Development and validation of Capital charge computation
  • Transformation to advanced models; VaR, Expected shortfall

Liquidity and ALM/FTP

  • Development of ALM/ FTP models & framework
  • LCR & NSFR reporting
  • Diagnostic analysis of Liquidity Risk Management
  • Development of Stress testing & behaviour models 

Financial Risk Technology

  • Automation of reporting framework 
  • Vendor evaluation for risk management tools and platforms
  • Development of Requirements and  assistance in Training and Testing
  • End to End implementation assistance

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Contact us

Jean-Pierre Young

Jean-Pierre Young

Advisory Leader, PwC Mauritius

Tel: +230 404 5028

Vikas Sharma

Vikas Sharma

Consulting, Partner, PwC Mauritius

Tel: +230 404 5015

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