Risk Advisory

With unprecedented data availability, risk models have never been more powerful—but also more scrutinised. Regulators demand precision, and errors can lead to capital add-ons and reputational damage.

That’s where we come in. Our quants support you through every step of the model lifecycle—from data preparation to modelling, validation, capital optimisation, and reporting.

We specialise in SA-CR, IRB, IFRS 9, ICAAP, Basel 4, CRR 3, and FRTB, ensuring your models meet and exceed regulatory expectations.

Our Services

  • Model Strategy

    We help banks define where and how models should be deployed, ensuring alignment with regulatory requirements while remaining practical for business use. Our structured approach ensures models are transparent, well-governed, and continuously improving.

  • Risk Data

    Reliable models start with high-quality data. We help extract, clean, and structure risk data while addressing gaps and inconsistencies. Our approach strengthens data governance and architecture, ensuring data is always ready for audits, validations, and ongoing regulatory scrutiny.

  • Risk Modelling

    We design, develop, and validate models that fully align with regulatory expectations. From initial methodology to final validation, we ensure models meet supervisory standards, hold up under ECB and EBA scrutiny, and remain robust through continuous monitoring and enhancement.

  • Analytics

    Models must do more than comply—they should provide clear insights. We help you analyse trends, risk patterns, and early indicators, ensuring models support proactive decision-making, portfolio risk management, and ongoing regulatory reporting.

  • Capital Optimisation

    We help banks calculate and optimise capital requirements, ensuring models align with Basel and CRR 3 rules while balancing capital efficiency and regulatory resilience. Our approach reduces unnecessary capital add-ons while ensuring accuracy and compliance.

  • Reporting

    We ensure transparent, compliant, and efficient regulatory reporting. From automating processes to enhancing clarity for stakeholders, we help institutions streamline disclosures, meet compliance requirements, and reinforce trust with regulators and investors.

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Risk Advisory?