Financial Risk Management
As a consequence of the 2008 global financial crisis, leaders in the finance industry and regulators agree on the need for a comprehensive risk management framework in place with robust quantitative and business intuitive models for an improved performance and smooth decision making. With an exponential growth in the amount of data, there is a proportional increase in demand for effective and advanced predictive risk models to help understand uncertainty and drive decision making.
With a team of fully qualified actuaries, financial engineers and statisticians, we can help clients understand, quantify, and forecast risk and uncertainty to minimise economic threats. We can also help you comply with the ever-changing regulatory landscape. Leveraging our extensive actuarial, statistical and mathematical background, we provide quantitative advisory services for data-driven strategic decision making for various operations within your firm.
Our capabilities
Regulatory risk modelling & optimisation
A fully integrated regional risk advisory practice
We have the size and the capability to address the latest regulatory risk issues and tackle them with end-to-end risk modelling solutions. Our models cover a full spectrum of credit risk, market risk, and operational risk across all businesses including banking, insurance, and healthcare. We also perform model customisation, validation, and benchmarking. Our regulatory risk model is supported by an experienced set of actuaries, credit, and modelling experts who can also assist with knowledge transfer, model implementation, and model validation support.
Recently, our focus is on advising clients in the USA, Africa, and APAC region on various regulatory standards such as IFRS 9, IFRS 17, Comprehensive Capital Analysis and Review (CCAR), and the Basel II & III Accord requirements. We also provide an understanding of technical details involved in risk modelling and validation to both regional and local regulators, and also senior industry leaders from non-technical backgrounds.
With global and regional support, our team of modelling experts keeps abreast of the latest updates in regulatory requirements. Our robust business-customised models and advanced solutions can assist in attending to diverse needs from risk rating, loss provisioning to stress testing or valuation, and compliance with current regulations.
Some of our key expertise are in:
- Capital and IAS39/IFRS 9 Provisioning
- Credit Value Adjustment/Counterparty Credit Risk
- Comprehensive Capital Analysis and Review
- Operational Risk
- Market & Liquidity Risk
- Capital Management/Risk-Weighted Assets Computation
- Risk Aggregation
- Insurance Liabilities Valuation
Non-regulatory risk modelling & optimisation
Diverse models, easier decision making
A variety of fields within risk management, such as Model Risk Management, lack definitive guidance from regulators in regions like Southeast Asia. With a large global network of modelling experts, we can assist financial institutions to build commercially efficient models with a forward-looking approach to help facilitate business stakeholders in planning capital, marketing activities, and product developments.
Our team can deliver a combination of quantitative, qualitative, and technological skills to help facilitate organisations with a smooth risk-based decision making. As a regional practice, we are currently engaged in diverse model development and analytical projects related to scorecards development, economic capital modelling, claims leakage and optimisation, options pricing, and balance sheet and income statement stress testing, among others, with various international financial institutions across APAC.
Leveraging our extensive statistical and quantitative background, we also provide model validation advisory services to banking and insurance clients by risk-tiering their models in inventory, automating typical statistical tests, and documenting the impact on their businesses.
Quantitative modelling & insights
Different strategies for different problems
With diverse and complex risk modelling experience across the region, we extend our quantitative modelling services to clients who need support in using their data to understand, quantify, and forecast their operations. We have assisted our clients in areas including attrition forecasting, macroeconomic modelling, and strategic workforce planning and retention optimisation.
Problem solving using advanced quantitative techniques has always been a hot topic in various operations. We can help you in quantitative research, analytics, and benchmarking engagements through systematic empirical investigations using statistical, mathematical, and advanced computational techniques.
Our expertise also lies in areas such as Employee Wellness Modelling, Insurance Claims Process Optimisation, Business Workflow Optimisation, Healthcare Modelling, Demographic Modelling, Mortality and Morbidity Modelling, and Healthcare Costing and Funding Modelling.
