Financial Risk
Financial Risk & ALM
Interest-rate risk in the banking book (IRRBB), liquidity risk (LCR / NSFR / ILAAP), and asset-liability management — from scenario design and behavioural modelling to hedging and governance.
Outcomes you can expect
- EVE and NII sensitivities that survive regulatory challenge
- Liquidity stress scenarios boards can act on
- A clear line from ALM analytics to hedging and pricing
Typical engagements
- IRRBB framework: EVE, NII, and supervisory outlier tests
- Behavioural models for non-maturity deposits and prepayments
- Liquidity stress testing and contingency funding plans
- ALM governance and ALCO reporting design
Related reading
IRRBB: EVE vs NII Sensitivity in Practice
EVE and NII look at the same balance sheet through very different lenses. Getting the mix right — and knowing when each one misleads — is what separates a real IRRBB framework from a compliance exercise.
Read the articleOther services
Financial Risk
Credit Risk & IFRS 9
PD, LGD, EAD and IFRS 9 ECL models — designed, calibrated, and validated.
Financial Risk
Model Validation & Model Risk
Independent validation of pricing, credit, capital, and AI models.
Insurance & Actuarial
Insurance / Actuarial & Solvency II
Solvency II pillar work, ORSA, technical provisions, and reserving for insurers.
Emerging Risk
Climate & Catastrophe Risk
Physical and transition climate risk, and catastrophe frequency-severity models.
Emerging Risk
Geopolitical & War Risk
Sovereign, war, sanctions, and supply-chain risk translated into balance-sheet numbers.
Data & AI
AI & Quantitative Risk Models
Machine learning and AI models for risk — designed to be explainable and governable.