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Risk Consulting
Offered services:
Risk Measurement and Analysis system
- Development and implementation of risk measurement and analysis systems using the Cash-Flow-at-Risk, Earnings-at-Risk and Interest-at-Risk methodologies
- Implementation of market and credit risk management systems
- Consulting on derivative valuation models (development or validation).
Basel 2/ Regulatory requirements
- Analysis of the Bank/Group readiness toward implementation of the Basel 2 requirements, covering analysis of data availability, processes and IT infrastructure
- Advisory services related to selection and implementation of the proposed capital accord of Basel II in the area of operational and credit risk
- Development of IT systems for reporting capital adequacy
- Implementation of the General Banking Supervision Inspector’s recommendations on exchange and interest rate risk management.
Strategy, organization and risk management systems
- Risk management strategy, organization, procedures and methodology
- Reporting on derivatives and risk
- Selection and implementation of front-, middle and back-office systems.
Credit Risk Management
- Analysis of the credit risk management processes in financial institutions
- Advisory services on development/ selection of the tools in the area of credit risk assessment of the obligor (scoring and rating applications)
- Advisory services on development of the credit risk strategy and credit risk policies & procedures
- Advisory services on development/ selection of the credit portfolio risk management and establishing credit risk limits
- Advisory services on the design and implementation of the organisational structure in the area of credit risk management.
Operational Risk Management
- Analysis of the organizational structure and tools used for operational risk management
- Advisory services on development of organizational structure in the area of operational risk management, description of roles and responsibilities of specific units and relationships between these units
- Advisory services on development of operational risk management tools, including operational risk self assessment process, process/risk map, key risk indicators, defining operational risks and development of the measurement.
Financial instrument accounting and implementation of support tools
- Financial instrument accounting – implementation of the IAS 39 and FAS 133 standards
- IT systems supporting hedge accounting (Deloitte Hedge Management Tool)
- Implementation of the disclosure of financial instruments using the Effective Interest Rate Method
- Systems supporting the accounting of embedded derivatives (Deloitte Embedded Derivatives Tool).
Tools, technologies and IT systems
- Selection and implementation of systems for registering and valuing derivatives and managing risk
- Integration of front-, middle- and back-office systems
- Implementation of data warehouses for risk management.
Investment management
- Audit of the consistency of the results of fund management with the standards for presenting results (GIPS - Global Investment Performance Standards)
- Consulting on implementing GIPS.