Strategy and finance departments in financial institutions

Financial Planning

Projections of financial statements and cash flows under different scenarios, for strategy, capital and liquidity planning.

Discuss your project

What we deliver

Granular modelling of loan and investment approvals, cash flows and provisioning
Financial statement projections under different scenarios
Detailed multi-year cash flow modelling in calendar time
Integration with rating and capital engines so constraints are modelled along scenario trajectories
Financial and strategy models hosted in software for collaborative forecasting

Related research

ICAAP & stress testing · 10 May 2018

Forecasting Assets under Management for Stress Testing and Strategy Purposes

Note available here. For stress testing and strategy formulation, it is important for asset managers to forecast their Assets under Management (AUM) accurately. This paper develops statistical methods for forecasting AUM and applies them to data for 2,494 UK,…

Full text · figures

ICAAP & stress testing · 5 Jul 2017

Rating Correlations and Macro Stress Testing

Authors: William Perraudin and Siyi Zhou This paper analyses the dynamics of credit ratings. We devise statistical techniques for estimating both intra- and inter-industry correlations between factors driving ratings changes. The analysis is performed…

Full text · figures

ICAAP & stress testing · 22 Feb 2016

Top Down Stress Testing for Bank Financial Statements: A Case Study

Case study available here. This note shows through a case study how Risk Control’s Stress ControllerTM software may be used to implement top down stress testing of a bank. The calculations are based on the publicly available financial statement and Pillar 3…

Full text · figures

All related research (10)

The software behind it

Risk engines