Risk Model Services

Risk model review, design implementation and audit

Our wide experience of risk and expertise in mathematical and statistics modelling and IT equip us to offer comprehensive and effective assistance to firms wishing to review and improve their risk models.

Risk Control hasĀ been employed by many leading firms to review their models either in support of internal audit or in advance of regulatory audits.

We are very familiar with the risk models employed in different sectors and can provide multi-disciplinary teams of financial engineers, statisticians, quantitative developers, and IT specialists to assist clients with new-build or enhancement of their risk framework.

Here are some example assignments completed:

For a large bank, we have delivered multiple model validation reports.

For a major bank, we helped to rewrite their Basel model documentation, devising examples that internal staff could follow.

For a large insurer, we devised and implemented methodologies for modelling the risk in portfolios of securitisations using a look-through approach.