Global concerns about financial risk have been increasing. In this climate, enterprises of all kinds and sizes want robust financial risk management frameworks that satisfy compliance demands, contribute to better decision making and enhance performance.

Our Financial Risk Management professionals with backgrounds including actuaries, risk analysts, and banking professionals work with our clients to leverage and use their risk management and compliance experience to drive superior performance.

We cater to various clients from a wide range of industries, including: 

•  Banking
•  Asset Management and Pension Funds
•  Insurance
•  Public Sector
•  Energy and Mining
•  Retail and Consumer markets
•  Telecommunications
•  Agriculture
•  Construction 

How we can help

The Financial Risk Management team assists organisations to reinforce and enhance their in-house risk management and compliance resources and develop the right solutions leading to improved understanding and management of risks and improved performance.

The solutions we offer include the following:

Credit Risk & Capital

• Quantitative modelling across all credit lifecycle stages, including model validation and implementation support, e.g.:

          -   Acceptance and behavioural scoring

          -   Credit pricing and origination strategies

          -  Machine Learning for optimizing credit lifecycle management

          -  Fair valuation of credits and credit portfolios (e.g. IFRS 13)

          -  NPL valuation and collection/recovery strategies

• Model risk (including the management of the risks linked to the use of Artificial Intelligence)
• IFRS 9 Expected Credit Loss modelling (gap analysis, implementation and assurance)
• Credit portfolio management, Capital allocation/optimisation, Risk-Adjusted Performance Measurement
• Basel 4 impact assessment and readiness
• Regulatory capital management (standardised and IRB), Stress Testing and Internal Capital Adequacy Assessment Process (ICAAP)
• Credit risk and capital management frameworks, policies and procedures (including monitoring and reporting)

Market Risk and Treasury:

• IBOR transition impact assessment and implementation
• Risk management framework design and implementation including liquidity risk, ALM and FRTB
• AI/Machine learning and digital banking solutions for financial institutions
• Quantitative valuation including derivatives pricing, XVA and financial modelling 
• IFRS 2 valuation including Black Economic Empowerment (BEE) transactions
• IFRS 16 valuation and review
• Payment and Exchange control
• Treasury and Trading system re-platforming and transformation

Actuarial:

• Risk, Capital and Balance Sheet Management Including SAM and ORSA
• IFRS 17 Impact Assessment, assurance and other support
• Actuarial Valuations, Financial Reporting and Independent Reviews
• Regulation and Compliance Support, including Head of Actuarial Function services and independent reviews
• Actuarial Modelling including data analytics, pricing, strategy and transactions
• IAS 19 valuations