End-to-end Capital and Impairment modelling with governance expertise
Capital and Impairment Risk Advisory
Experienced capital, impairment and regulatory professionals
Leveraging our extensive expertise in IFRS 9, CRR, and the Basel regulatory framework, we provide specialised consulting services that help financial institutions achieve regulatory compliance, optimise risk and capital management, and strengthen overall financial resilience. Our team delivers deep capabilities in model development and validation, regulatory compliance, and the design of robust governance frameworks—ensuring institutions are fully prepared to meet regulatory expectations and manage emerging risks effectively,
Our services encompass a broad range of areas:
IFRS 9
We provide comprehensive support in designing and developing Expected Credit Loss (ECL) models, conducting independent model validation, and establishing robust governance frameworks. Our services ensure compliance with IFRS 9 standards, facilitating accurate financial reporting and effective risk management.
Internal Ratings-Based (IRB) Approach
Our IRB services include feasibility and cost-benefit assessments to evaluate the transition from the Standardised Approach, development of IRB models for credit risk assessment, and assistance with regulatory compliance and approval processes. We ensure alignment with Basel and CRR requirements, helping firms optimise their capital management strategies.
Standardised Approach
We support firms in identifying and classifying the asset classes they operate in, and in developing Standardised RWA calculators that align with both regulatory requirements and internal risk‑management practices. These calculators form a core component of the capital‑reporting process, and even institutions operating under the IRB approach rely on them to determine output floors for their capital calculations.
Model Risk Management (MRM)
We develop and implement model risk management frameworks, identify and assess model risks, and provide mitigation strategies. Our services ensure adherence to regulatory guidelines, such as those outlined by the Prudential Regulation Authority (PRA), Supervisory Statement SS 1/23, enhancing the robustness and reliability of risk models.
Independent model validation forms a core part of the model risk management process and we provide that on a one off basis or through ongoing support.
By tailoring our services to the specific needs of our clients, we leverage our deep knowledge and experience to deliver robust and reliable solutions, ensuring your institution is well-prepared to meet regulatory requirements and manage risks effectively.
