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