Model Risk and Quantitative Risk Management

Risk management and assurance
for complex mathematical and statistical modelling

ICAAP Reviews

Integrated Performance and Risk Management

Reserve and Investment Management

IFRS 9 (Modelling of credit impairment and Provisioning)

Risk Data Aggregation and Risk Reporting

Testing the control environment for Model Risk

Full model life cycle of all models used within the bank, for all risk types.

Measurement and Monitoring of all risk (Liquidity, Interest Rate and Capital)

Governance process for market risk.