Risk Asssesments & Stress Tests

Bank-Grade Risk Models

Our risk-assessment frameworks are built on methodologies developed by our Chief Risk Officer, drawing on his experience as a macro-economist at Citibank and the UN. We translate complex macro-financial   dynamics into practical, decision-ready risk metrics for banks and asset managers.

Regulatory Stress Testing

We design and run stress-testing programmes aligned with supervisory expectations — from EBA and ECB frameworks to internal ICAAP/ILAAP exercises —     helping institutions demonstrate resilience under    adverse economic scenarios.

 

Portfolio & Credit Risk Analysis

We assess concentration risk, credit quality, and    market exposure across loan books and investment portfolios, giving management and boards a clear view of where capital and liquidity buffers are most exposed.Portfolio & Credit Risk Analysis

Tagline: Anchored in proprietary methodology

Nocehwere Risk-Assessment Solutions

Our risk-assessment solutions are built around proprietary models developed by our Chief Risk Officer, a Cambridge- and Sorbonne-trained macro-economist with a  career spanning Citibank and the IMF. These models combine macro-financial scenario analysis with                institution-specific data, giving banks and asset managers a rigorous, forward-looking view of credit, market, and liquidity risk — not just a backward-looking snapshot.

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Tagline: From scenario design to board reporting

End-to-End Stress Testing Support

We support financial institutions through the full stress-testing lifecycle: scenario design, model calibration, data validation, capital and liquidity impact analysis, and preparation of board- and regulator-ready reporting. Drawing on our team's experience delivering regulatory and risk-management projects for institutions including UBS, Julius Bär, Santander, and SEB, we help clients meet supervisory expectations while strengthening internal risk governance.

Click on "Mehr erfahren" below  to learn more

Bank-Grade Risk Models

Our risk-assessment frameworks are built on methodologies developed by our Chief Risk Officer, drawing on his experience as a macro-economist at Citibank and the IMF. We translate complex macro-financial dynamics into practical, decision-ready risk metrics for banks and asset managers.

Regulatory Stress Testing

We design and run stress-testing programmes aligned with supervisory expectations — from EBA and ECB frameworks to internal ICAAP/ILAAP exercises — helping institutions demonstrate resilience under adverse economic scenarios.

Portfolio & Credit Risk Analysis

We assess concentration risk, credit quality, and market exposure across loan books and investment portfolios, giving management and boards a clear view of where capital and liquidity buffers are most exposed.

 

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