Enterprise and Strategic Risk Management

Enterprise Risk Management

• Identification of strategic and enterprise wide risks and assessment of an organization’s risk capabilities using Deloitte tools and resources – Risk Intelligence MapTM, Risk Diagnostic Tool
• Design and implement a sustainable risk management program by leveraging people, process and technology transformation opportunities
• Training programs aimed for promoting awareness about risk management and its linkage with value creation
  

CXO Decision support

• Develop senior management dashboard reflecting the organization’s risk profile and its evolution over time
• Develop early warning signals to determine the pockets of high risk/vulnerability
  

Risk technology upgradation and enhancement

• Design of target risk technology architecture and identifying gaps in technology landscape
• Development of target data model
• Drafting business requirements and target state processes
• Assistance in UAT
  

Program Management of Risk Technology Implementation

Design and enhancement of risk technology architecture

• Assistance in selection and implementation of risk technology
• Development of risk models and tools on existing platforms
• Program management for large technology implementations
• Milestone monitoring and functional assistance for vendors
  

Internal Controls for Financial Reporting

• Assessment of control environment and procedures in place for addressing risks related to financial reporting and suggest improvement opportunities
• Develop repository of controls for the enterprise covering entity and process level controls
• Design and implement framework for regular monitoring and strengthening of internal control for financial reporting
  

Liquidity Risk Management

• Review of liquidity management practices
• Implementation of liquidity management and intra-day liquidity processes and systems
• Assistance with development and validation of LCR and NSFR calculations
  

Operational risk and internal controls

• Development and implementation of operational risk framework
• Rationalizing and monitoring cost of control
• Operational risk audits
  

Pricing risk intro products

• Development of risk based fund transfer pricing
• Development of framework and models for pricing credit risk into treasury products
• Risk based capital allocation frameworks
  

Quantitative Risk Analytics

Credit Risk Models (including recovery planning models)

• Develop PD models for retail and corporate portfolios
• Develop / review behavioral models for better recovery planning
• Conduct validation of PD, LGD and EAD models using statistical as well as benchmarking techniques

Market and Counterparty Credit Risk Model

• Develop models for valuation of financial products
• Develop and validate Monte Carlo based models for VaR and Exposure (PFE, EE, EEPE, Stressed EEPE)
• Develop Probability of Default (PD) and Loss Given Default (LGD) models
• Development CVA models
  

ALM, liquidity and balance sheet management models

• Develop Liquidity at Risk models
• Develop models for fund transfer pricing

Stress Testing Models

• Develop statistical macro-economic stress models at risk and bank levels
• Develop models for correlation amongst risk factors and aggregation of stress impact
• Economic Capital Model
• Develop economic capital model aggregating all risks

CCAR models

• Develop PPNR and non-PPNR models for CCAR requirements
• Conduct validation of CCAR models through development of challenger models