Regulation

 Our Governance competencies:

      In our globalizing world, financial sector have become more regulated than ever. Banks and other financial institutions, including credit associations, must adhere to the governance requirements. Appropriate policies and procedures need to be implemented to ensure compliance with the financial resources threshold requirement at any point of time.

   Nowadays, the loss provisioning practices and IRB capital requirements in the financial sector become implicitly divergent. In today’s regulatory landscape it is paramount to find convergence between Basel III, regulatory capital and new mandatory requirements: IFRS 9, BCBS and multiple RTS’s from EBA/ ECB. The implementation of the new standards without overhaul of models, methodologies and policy, seems to be inevitable. Additionally, this can consequently cause disruption in any bank portfolio.

    Our recent experience with various methodologies and new regulatory requirements helped us to identify the following main areas of concerns, where our knowledge and skills can be beneficial, still our services are not limited to them:

 

  • Regulatory and risk capital framework, where we provide:

     Assistance with first-time adoption of the revised RBS framework, review and assessment of policies and procedures in place to ensure on-going compliance to ensure that the basis of preparation is consistent with the rules in the revised RBC framework, through our team of professionals.

   Assistance with TRIM and if there are any outstanding IRB needs or regulatory requests. Methodology and hands-on model development, calibration and independent validation. Compliance with new Regulatory Technical Standards and convergence with active portfolio management.

 

  • Model development and Analytic, where we are able to develop solutions for:

     IFRS 9 – ECL, convergence with Basel III and impairment models and methodology; Credit Scoring – both model development and portfolio strategies;  Asset Quality, Portfolio and Model diagnostics and reporting; Credit Policy and NPAP.

The Toolbox

Strategic Planning and Analysis:

Competitive and functional strategy.

Change Management:

CAP, Workout.

Process Improvement:

Six Sigma, DMAIC, DMADV.

Programme Management:

PRINCE II, BCPM, SSADM.

case studies

Analytics project: Predictive Modelling and Forecasting

Analytics project: Predictive Modelling and Forecasting Summary

Analytics project: Customer Segmentation and Profiling

Analytics project: Customer Segmentation and Profiling Summary

Technology project: Audit

Technology project: Audit summary

Technology projects: Data Mining

Technology projects: Data Mining Summary