We combine deep industry knowledge with specialized expertise in risk management, capital management, risk modeling and risk framework development:

  • Assess the adequacy and quality of the ICAAP processes
  • Conduct a detailed assessment of the Risk Governance Framework
  • Analyze the risk profile using a wide range of qualitative and quantitative risk measures across various risk categories
  • Compute the required level of Pillar II capital by aggregating material risks, adjusted to reflect the benefits of diversification.
  • Prepare the ICAAP documentation as per local regulatory guidelines
  • Establish/Review Corporate Governance principles and assist in deploying these principles
  • Develop a customized Stress Testing Framework and conduct Scenario Analyses
  • Structure risk profile simulations based on identified risk factors, for significant business units as well as for the bank as a whole for capital budgeting requirements