Expert Prudential Policy
and Regulatory Compliance

We help banks and investment firms complete projects and navigate complex banking regulations. We do this by interpreting regulations, reviewing business requirement document/functional specification documents and assessing whether everything is in accordance with regulations.

We also help clients define their risk architecture and risk frameworks. In addition we develop the ICAAP and ILAAP documentation, and define the risk appetite framework.

We have extensive experience working with the UK PRA and European Banking Authority. This means we can examine all of your regulatory reports and ensure that they are compliant.

We also provide practical support in the implementation of systems including liquidity, reporting and risk management. This also includes asset liability management involving IRRBB (interest rate risk in the banking book) and the calculation of additional risk metrics such as EVE and EAR.

With credit risk, we review methodologies, and will make sure that your conceptual framework is correct. We will implement credit impairment models for estimating expected credit losses, and will look at your PD-LGD-EAD methodologies. We will also examine the macro economic variables, statistical models and inputs into systems and identify whether they are correct and accurate.