Banks

World-class expertise in risk modelling and stress testing

Risk Control provides technical risk management advice and software to leading banks.

Our advisory work includes analysis of actual and proposed regulations and assisting banks in enhancing their internal risk management frameworks.

Risk Control supplies software including stress testing and financial planning applications and Monte Carlo models for credit, market and operational risk.

We also assist clients in enhancing their own internally developed software, by providing review, calibration, coding and validation services for banks’ internal models.

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Example assignments

  • Risk Control developed fully-integrated, bottom-up stress testing and risk software for a medium sized bank
  • GFMA, the global industry body for major banks, employed us to analyse the impact on its members of proposed Basel securitisation capital rules
  • Risk Control implemented a credit VaR model for a large international bank’s Pillar II capital calculations
  • A major bank commissioned Risk Control to provide technical risk analysis of appropriate capital levels for discussion with its regulator