Risk and regulation

We provide support to the Finance and Risk Departments of banking groups, either on a contract basis or through a service center. We work in the following areas : Project Management (Project Manager, PMO Project Director), Project Management, Functional Expertise, Business Assistance, Quantitative Engineering.


  • Market risks (VAR, ST, …)
  • Credit risks / counterparty (CVAR… PD, LGD..)
  • Financial risks (Liquidity,….)
  • Operational risks

Regulations on the regulation of risks and banking activities

  • Basel
  • BCBS (Data Quality)
  • Third-party repositories and securities
  • Mifid

Banking finance

  • Accounting Standards (IFRS)
  • Regulatory reporting (COREP, FINREP, LCR, NSFR, RWA)
  • Risk-counting reconciliation

Control and Compliance

  • Anti-money laundering
  • Fight against fraud
  • Financing of terrorism
  • Monitoring of market operations

Some achievements...

Project Management

As part of the Internal Model project Internal Model Certification Method for the Calculation of Regulatory Capital Related to Market Counterparty Risk (RWA & RWA CVA)

MOA with Functional Expertise

Project: reliability of the customer’s guarantee chain following post-AQR recommendations

Quantitative risk engineering

Project: Stress EBA 2016 and the stress contribution to the SREP 2016 exercise, on the decree of 31/12/2015 The project consists of producing, according to the defined scenarios (EBA / SREP), the credit risk impacts on the bank’s portfolio. This includes the methods used, the parameters, as well as the results.

They trust our risk and regulatory consultants