Mastering new challenges
Risk management is more than a box-ticking exercise – it is a critical investment that can underpin an organization's credibility and its sustainable growth and create value.
In order to achieve this outcome there is a growing appetite to reform risk management through design and implementation of an innovative, cost effective and efficient business-wide approach.
Our Risk Consulting team is experienced in managing diverse aspects of risk management including: risk frameworks, risk modelling and analytics, regulatory compliance, ESG risk, and many more.
How we can support you
KPMG provides a holistic approach to risk to help our clients' risk framework become more future-proof and to align to their business agenda.
- First line of defence risk analytics / model development
- Managed service offering for independent model validation
- Model governance framework re-design and implementation
- Model lifecycle automation (in-house automation tools and alliance with 3rd party tech provider)
- Use of artificial intelligence / machine learning in model development
- Climate stress testing: Assessing the impact of different climate scenarios capturing both transition and physical risks on institutions’ assets, liabilities and income
- ESG ratings: Rating counterparties against ESG factors based on KPMG-built ESG rating tools (CLIMAID; ESG IQ)
- ESG risk frameworks: Integration of ESG risks in an institution’s overall risk type framework, incl. risk taxonomy, risk appetite and measurement of financial impacts
External / internal audit SME support and co-sourcing capacity in the following areas:
- Credit risk, market risk, IRRBB, liquidity risk and model risk
- Risk diversification
- Capital requirements, leverage ratio, large exposure reporting
- Risk governance, risk control
- Financial instruments valuation
- Credit Provisioning (FINMA ECL, IFRS 9 ECL, USGAAP CECL)
- Design and implementation of
- credit risk, market risk, IRRBB, liquidity risk and capital management approaches and processes
- risk appetite frameworks including monitoring and reporting (internal management information and regulatory reporting)
- methods and models to measure and control risks including stress testing and scenario analysis
- Readiness assessments and regulatory compliance attestations against upcoming regulations and implementation of new requirements
- On-call technical advice on the interpretation and application of regulatory requirements under FINMA or Basel framework
- Gap analyses against good / best practice risk management frameworks
- Risk function target operating model design – organizational design, service model, matrix organization (global vs. divisional/regional functions)
- Risk function transformation (process automation/digitalization, move to cloud)
- CRO function benchmarking (FTE, organizational design)
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Meet the team
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Further areas of expertise
The challenges are great. But the opportunities are greater. We help you implement change to position you more strongly for sustainable success and support you in taking advantage of the opportunities.