Risk Modelling and Advisory Services​

The team provide expert valuation services to a diverse range of clients in various industries. We handle complex valuations and financial analysis, leveraging deep industry knowledge and advanced financial modelling to deliver insightful and reasonable valuations that meet our clients' unique requirements. Our expertise spans across private instruments with embedded optionality, exotic derivatives, and structured products.

The team offers a suite of treasury risk services designed to help clients navigate the complexities of treasury risk management, ultimately enhancing their financial resilience, performance and optimising their financial strategies:​

• Market risk​
  
• Interest rate risk in banking book (IRRBB)​
  
• Liquidity risk​
  
• Counterparty credit risk
  

The team provides leading services focused on assisting in credit and fraud risk identification, measurement, management, and validation. We support banks in developing and validating credit impairment Basel and IFRS 9 models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models.​

Our deep understanding of the leading industry Value at Risk (VaR) models allow us to help clients benchmark and validate the performance of their margin models.

By integrating comprehensive model development, robust validation, and rigorous stress testing, we help companies navigate the complexities of climate risk and ensure their long-term sustainability.​

Our predictive models are designed to be unbiased and fair, ensuring no discrimination against any population groups due to data selection or model development processes. We also offer comprehensive AI model validation services. Our validation process ensures that AI models perform as intended and maintain transparency and fairness.

The team assists with the creation, enhancement, implementation, and review of operational risk frameworks. We help clients to enhance the Risk and Controls Self-Assessments (RCSA) methodology by benchmarking it to the observed best practice.​

The capital management team offers services to help you anticipate and adapt to regulatory changes and assess their impacts on your business models and capital needs.​