Quantitative risk, across the disciplines that actually meet on your balance sheet.
Four connected domains of risk work. The seven service pages sit under these domains — each one grounded in the same underlying quantitative and governance discipline.
Financial Risk
3 servicesBalance-sheet risk for banks and treasuries — where interest rates, liquidity, credit, and model risk meet.
Financial Risk & ALM
IRRBB, liquidity, and asset-liability management for banks and treasuries.
Credit Risk & IFRS 9
PD, LGD, EAD and IFRS 9 ECL models — designed, calibrated, and validated.
Model Validation & Model Risk
Independent validation of pricing, credit, capital, and AI models.
Insurance & Actuarial
1 serviceReserving, technical provisions, capital, and ORSA under Solvency II — for insurers, reinsurers, and captives.
Emerging Risk
2 servicesRisks with fat tails and thin data — climate, catastrophe, and geopolitical exposure — quantified so decisions can be made.
Data & AI
1 serviceMachine-learning and AI risk models with governance, interpretability, and drift monitoring built in from day one.
Prefer to see how it comes together?
The portfolio page walks through the methodologies and deliverable formats behind these engagements, without naming clients. The insights hub collects the technical writing that underpins them.