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Banking risks

Methodology, business requirements, “turnkey” implementation

BASEL II,III Adjustment in compliance with the standards
ALM Liquidity management
100% Adjustment in compliance with the requirements of Central Bank
  • Increasing of transparency and management of credit and operational risks
  • Control and forecasting of a market risk. Market risks connection with credit and operational risks
  • Forecasting and management of a Bank soundness
  • Reduction of time and costs for a manual reporting

Our approach is a business approach

We are a Business Integrator

  • Minimal efforts by the businessOur business analytics will hold an interview, prepare business requirements and coordinate them with you
  • Reducing efforts of a Bank’s IT serviceYour IT service will be able to get an optimal solution for your Bank together with our system analysts and system architects
  • Optimal solution for your taskChoose an optimal solution for your Bank together with our experts, specializing in the basic modern platforms and systems
  • We undertake functionality testingOur specialists will test a developed solution in compliance with both functional and business requirements

Solution structure

The solution covers every function of the risk management and regulatory reporting

  • Calculation and report on interest risk (IRR report) Supporting of stress tests, using the movement of curves of interest rates Supporting of stress tests, using the behavior models
  • Calculation and reporting on the liquidity gap (Liquidity GAP Report) Static and dynamic report Support of changing business scenarios Support of the what-if analysis
  • Calculation and report on a cash flow (Intrinsic Liquidity Report или Cash-Flow report)
  • Credit risk Calculation of definitions of the codes used in calculation of statutory ratios 139-I, N6, N7, R25 Calculation of repurchase transactions (Repo) and derivative financial instruments (Derivatives) CCR calculation (Basel II – CCR-Current Exposure Method)
  • Operational risk Calculation of operational risks by Basic, ASA and AMA approaches
  • Market risk Calculation of market risks (Market risk – The standardised measurement method) on a daily and monthly basis.
  • Standardized Approach/ IRB Approach Calculation of a credit risk by Standardized Approach and Internal Ratings-Based Approach
  • Capital Calculation Calculation of capital components (B23 -Basel III) is made on a 3-level-basis Calculation of a countercyclical buffer to capital adequacy ratios (Basel III)
  • CVA Calculation (CVA - Basel III)

Our approach as a Business Integrator

Our advantages

We are experts in the banking business

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Business analytics with the real working experience on the key positions in TOP10 banks

Large-scale “turnkey” projects with the further guarantee and support

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Projects from business ideas to an implementation with the amount of more than 700 person-days

Got questions?

Oleg Ogorodnikov Head of Risk department