Global leader in model risk management and independent validation
We enhance our clients’ decision-making and risk profile by helping them to efficiently manage their model landscape, mitigate their model limitations and optimize their risk models
Our Focus on Financial Industries
We embrace our mission to bring each client the best service
We help our clients improve the transparency, consistency and compliance of their credit, market and liquidity risk modelling frameworks thanks to a deep understanding of the challenges faced by credit institutions in modelling their transactions, loans and investment portfolios.
We demonstrate deep knowledge and proven experience of insurance risk modeling and management for both life and non-life businesses across all risk types. Our reviews have included best estimate and cash flow models for both Internal Models and Standard Formula calculations.
We work closely with key Financial Market Infrastructures, particularly with Central Counterparty Clearing Houses, in challenging their models and validating that they are well-designed and reliable. Our validations have included margining models, liquidity risk models and liquidity frameworks.
We help leading asset management institutions to advance their practices in model validation and model risk management. Focus areas include overall model risk management transformation, pricing & valuation models, portfolio risk models, ALM and liquidity risk models.
Assessing a global bank’s recovery and resolution plan financial aggregator
A global financial institution requests a full scope validation of a key component supporting their RRP methodology, used by C-suite executives to define both contingency plans and recovery actions in case of adverse events
