Risk Advisory Expertise

Expertise in Digital Transformation, AI/ML Adoption, Data & Analytics Frameworks, Climate Risk Identification and Climate Scenario modeling. Our risk advisors have expertise in defining risk management framework, assessing policy adequacy, risk appetite definition, risk identification and stress scenario generation. Our model experts have expertise in AI/ML, Credit, Market, Liquidity and Operational risk modeling. For over 10 years we have been helping many large financial institutions with their AI/ML adoption strategies, CCAR/DFAST, CLAR, FRTB, CECL, Reg YY, Reg W programs.

Regulatory Expertise - experience helping clients with regulatory exams and MRAs.

Experience engaging regulators from FRB, OCC and FDIC on framework effectiveness in the following areas.

• NLP model development for document summaries and insights using LLMs
• Deep Neural Network models for Credit Risk, BSA/AML and Fraud detection
• Climate Risk Frameworks (TCFD, GHG, SASB, GRI)
• Climate Risk Scenario Analysis and Modeling (IPCC, IEA, NGFS)
• Basel, CCAR/DFAST/ICAAP, Reg YY/Reg W/CLAR/5G/LCR/NSFR, FRTB, CECL

Risk Management

Over the years, we have successfully helped our clients in the following areas.

• AI/ML models for Credit Risk including borrower ratings andd Loss estimation, AML and Fraud detection, Portfolio Optimization using Reinforcement Learning among others.
• Climate Risk Framework Development
• Stress Scenario Generation and Validation
• Market, Credit and Operational Risk Losses and RWA Model Development and Validation
• Banking Book/Trading Book Capital Optimization Strategies
• Risk and Finance Data Management and Analytics
• Liquidity risk modelling (Stress Testing, Behavioral Cash Flow models, FTP)

To find out how we can help you please contact us.