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Financial & Regulatory risk

The ever-changing environment creates increasing demand for prudent financial risk management. Across industries, we help corporate clients manage their treasury function and financial sector organizations with validation of their quantitative risk models and valuation of financial instruments.

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Financial Sector Services

Treasury & Commodity Services

Regulatory and & Compliance

Our publications

2023 EMEA Model Risk Management Survey

During July and September 2023, 119 companies (85 banks and 34 insurers) across Europe, the Middle East and South Africa participated in the 2023 EMEA Model Risk Management (MRM) Survey.
Research

Adoption of advanced machine learning techniques for IRB Models

In November 2021, the European Banking Authority (EBA) published a discussion paper (DP) to seek feedback on the use of Machine Learning (ML) in the context of IRB models, focusing on the challenges and opportunities faced by practitioners.
Research

Indvirkningen af Basel 3.1 på strategier og aktiviteter i Norden

De nordiske banker bør forholde sig til Basel 3.1 reformens indvirkning på deres strategi og de operationelle aktiviteter. Kapitalkravene forventes at blive øget betragteligt for bankerne i Norden, der anvender IRB-modeller, i forhold til dem, der anvender standardmetoden.
Perspective

EMEA Model Risk Management Survey

Preparing for a growing model landscape in a fast-changing world
Research

Navigating rising inflation and interest rates

Inflation and interest rates have been a major storyline throughout 2022 and we can expect them to continue making headlines in 2023. The recent bank collapses, seen in the United States and Switzerland, have added a new layer of complexity.
Perspective

Kapitalkravsberegninger under Basel 3.1

Perspective

Så er det tid til at komme i gang med at implementere Basel 3.1

Basel 3.1 forventes at blive vedtaget i EU i 2023 og at gælde fra 1. januar 2025. Denne blog giver et overblik over ændringerne i den seneste Basel-reform, hvornår den træder i kraft, og hvordan den påvirker de nordiske finansielle institutter.
Perspective

Regulatoriske landskab i Norden

Denne blog giver et overblik over det nordiske reguleringsmæssige rammer relateret til Basel-reglerne og nogle af de forventede ændringer som en del af Basel 3.1. Vi identificerer vigtige forskelle mellem landespecifik regulering, der vil påvirke de krav bankerne skal leve op til, og hvordan disse håndteres i praksis.
Perspective

To be or not to be IRB

When adapting to the Basel 3.1 reform, it is time for Nordic banks to critically evaluate the benefits of being (or becoming) an Internal Rating-Based (IRB) approved bank. Risk and finance management teams need to reconsider if they are applying the right approaches to their portfolios.
Perspective

Adoption of advanced machine learning techniques for IRB Models

In November 2021, the European Banking Authority (EBA) published a discussion paper (DP) to seek feedback on the use of Machine Learning (ML) in the context of IRB models, focusing on the challenges and opportunities faced by practitioners.
Research

Så er det tid til at komme i gang med at implementere Basel 3.1

Basel 3.1 forventes at blive vedtaget i EU i 2023 og at gælde fra 1. januar 2025. Denne blog giver et overblik over ændringerne i den seneste Basel-reform, hvornår den træder i kraft, og hvordan den påvirker de nordiske finansielle institutter.
Perspective

Risikostyring og kvalitetssikring af AI modeller

Brugen af Artificial Intelligence (AI) eller Machine Learning er i de senere år steget betydeligt inden for statslige og andre offentlige institutioner.
Perspective

Resultaterne af Deloittes CRR III Survey viser hvor forberedte banker er på Basel 3.1

The Deloitte CRR III Survey has shown that necessary adjustments often go beyond updating their RWA calculation and regulatory reporting engines as many banks expect strategic impacts and/or significant adjustments to the IT environment.
Research

Get in touch

Torben Winther

Partner
+45 30 93 61 00

Anne Braendstrup

+45 30 93 42 26

Hinko van Beek

+45 30 93 52 57