Risk Policies
Financial firms operate carefully designed capital adequacy frameworks, risk appetite, exposure management, liquidity, market risk and hedging. We advise on the design, drafting and implementation of effective policies to bridge the gap between board level risk strategy and the day-to-day actions of functional and business departments.
- Capital Adequacy Frameworks and Risk Appetite Statements
- Exposure management policies
- Liquidity, market risk and hedging policies
- Unified ICAAP capital and stress testing for a wide range of financial firms
- Intra-group exposure/lending policies
- Board-level risk assessments to justify capital raising
Related research
Capital Cliffs and EU Securitisation Regulations
This report (written jointly by a Risk Control Director and co-authors from leading industry organisations) assesses cliff effects in European securitisation capital rules. Capital cliffs create distortions and exacerbate instability in financial stress…
Full text · figuresMaking the Bank Securitisation Capital Rules Work for Europe
This report assesses the European Commission’s 17th June 2025 proposals for reforming bank securitisations capital rules. While we welcome the intended goal of unlocking bank issuance and investments in securitisation, and the direction of the proposed rule…
Full text · figuresHow to Calibrate Securitisation Capital Rules
Regulatory authorities in Europe may wish to reconsider the capital that banks and insurers hold against their securitisation exposures. Such a review is justified by the need for Europe to finance climate and digital transitions. Boosting investment will only…
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