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.
Audit of the consistency of the results of fund management with the standards for presenting results (GIPS - Global Investment Performance Standards)
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