Enterprise and Strategic Risk Management

Governance, Risk and Regulatory Services

Effective management of risks faced by the company is important for growth and sustenance of the company in the long run. Using leading tools and resources such as Risk Intelligence Map, Risk Diagnostic Tool we help companies to assess and enhance the organization’s risk capabilities for identification and effective management of strategic and enterprise wide risks.

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