Risk management services for financial institutions

Services

Risk management services for financial institutions

  • Risk appetite model development
  • Risk indicators development for regular risk appetite monitoring
  • Cascading risk appetite to the operational limits and key risk indicators for business units and main types of risk

Risk appetite

As part of our credit risk management services, clients are supported in the improvement of credit risk management framework and the development of internal credit risk models:

  • Limit system development/ improvement 
  • Decision-making and credit-risk assessment framework development/improvement
  • IRB and EL model development to ensure effective decision making and impairment evaluation for credit risk
  • Independent internal credit risk model validation
  • Lending process optimisation
  • Economic capital requirement assessment for credit risk coverage

Credit risk management

Market risk management services include assisting clients with developing or improving market risk management framework and internal market risk management model development, including:

  • Limit system and market risk assessment framework development or improvement, including internal models and instruments
  • Market risk measurement method adaptation: Value-at-Risk and Expected Shortfall
  • New product approval process development and implementation
  • Market risk management reporting development
  • Development of back-testing instruments and approaches to model validation
  • Economic capital requirement assessment to cover market risk

Market risk management

Operational risk management services include supporting clients with developing or improving approaches to operational risk management and implementing internal models for operational risk management, including:

  • Operational risk-event data collection process implementation
  • Risk self-assessment procedure implementation and scenario analysis development
  • Operational risk map development
  • Operational risk monitoring system development based on key risk indicators
  • Advanced approach implementation with regard to the assessment of sufficient economic capital for operational risk coverage
  • Seminar and training arrangements

Operational risk management

Liquidity risk management services include assisting clients with developing or improving approaches to liquidity risk management and implementing internal liquidity risk management models, including:

  • Limit system development/ improvement of liquidity risk management
  • Liquidity risk management framework development/ improvement
  • Liquidity risk stress testing and business continuity planning/financial recovery planning
  • Methodology and instrument development for liquidity analysis under various scenarios
  • Transfer pricing system development and implementation

Liquidity risk management

ICAAP includes risk identification and assessment, creation of adequate capital for risk coverage and application of appropriate risk management procedures to ensure solvency in the long term.

We provide the following services:

  • Key ICAAP element analysis and enhancement: identification, assessment, monitoring and reporting
  • ICAAP integration into the business planning process
  • Periodic ICAAP reporting development for company management

Internal capital adequacy assessment process (ICAAP)

  • Development of stress testing models and instruments
  • Corporate level stress-testing scenario development
  • Stress testing separate types of risk (market, credit, liquidity risks)

Stress testing

Key contacts

Tatiana Budishevskaya

Tatiana Budishevskaya

Senior Manager, Risk Advisory

Tatiana has more than 10 years experience providing risk-management and financial advisory services to clients across Russia. She specializes in risk management for financial institutions, gap analysi... More