Financial risk management
Financial risk management
KPMG’s professionals advise on risk, financial engineering, actuarial services & the management of assets, capital, treasury & commodity/energy risk.
KPMG’s professionals advise on risk, financial engineering, actuarial services & the man..
Our services include:
- Credit Risk Management
Assisting clients to optimize the profitability of their loan portfolios within their risk tolerances. The service scope range includes developing credit risk strategy, internal rating and pricing models, capital allocation, credit policies, implementing risk-based performance measures, and assessing the health of loan portfolios.
- Operational Risk Management
Assisting clients to streamline processes, assess and select technology solutions, and recommending improved organizational structure. This includes developing a blueprint, setting stakeholders' roles and responsibilities, risk self- assessment, identifying and measuring key risk indicators, risk measurement, loss data, reporting and establishing an on-going management mechanism.
- Market Risk Management
Assisting clients to identify, assess, measure and monitor risks related to their financial market activities. This includes market risk measurement, portfolio risk analysis, financial instrument valuations, and pricing model assessment and validation.
- Basel II Implementation
Assisting clients to optimize the return of regulatory capital and upgrade enterprise-wide risk management systems through adopting more sophisticated approaches within the new Accord. Our services include gap analysis, the cost and benefit assessment of closing key gaps, project planning and implementation of new frameworks, systems, and processes under the new Accord requirement.
- Risk Management and Performance Improvement
Applying the risk management measuring tools and results to assist clients to analyze their customer's behavior models, and improving clients' business performance through a cross- product sales.
- Financial and Treasury Management
To effectively support the financial and non-financial institutions to identify, measure, and manage the risks of trading in financial markets, and to mitigate the risk of financial transactions, our financial and treasury management services provide the following support, financial risk management, treasury management, capital and liquidity management, asset-liability management, and financial instrument valuation. For these topics we can provide a full range of services, including risk strategic planning, validation of financial instrument modeling and valuation, trading policies and procedures, treasury operating model and treasury organizational structure, and treasury systems implementation.
- Solvency II
Assisting insurance clients to construct internal models which not only fulfills the quantitative requirements for measuring capital adequacy (pillar 1), but also facilitates the client in running their businesses more effectively, focusing on the profitable areas. They are more likely to have cost-effective risk mitigation solutions in place in light of the company's qualitative and quantitative goals. With such a framework, the company can also evaluate the level of capital needed to protect against adverse events. They know that risks are being measured appropriately and thus are more likely to be managed efficiently and effectively. A full internal model is expected to be able to assess numerous effects that would not be easily quantified using a simpler standard model.