ENTERPRISE RISK ADVISORY

 

ECCM provides customized advisory solutions to leading financial institutions, including asset managers, banks, corporates, pension funds and insurers that allow our clients to address all types of risk and exposures.

Our team offers support that ranges from developing state-of-the-art risk management solutions to targeted assistance with your portfolio performance optimization and hedge analysis. We transform the most complex risk and financial management challenges into a consistent view on risk and performance across the organization, enabling seamless computations, reporting, capital and decision making process.

In partnership with renowned academics, we leverage new approaches in financial theory and regulatory policy to address every client’s unique needs. We go beyond traditional approaches to risk modeling integrating the best practices and cutting edge innovations across multi-asset solutions that are fine-tuned to your practical business challenges.  Here are some of the services we offer:

Regime Modeling, Stress Testing, PPNR

  • Gap Analysis & Roadmap

  • Scenario Development, Policy & Procedures Design

  • Workflow Design

  • Macroeconomic / PPNR Stress Testing

  • Regime Modeling

  • Expected Loss and Capital Allocation Analysis

Economic Capital

  • Gap Analysis & Roadmap

  • Data Mapping & Data Architecture

  • Policy and Workflow Design

  • Correlation Modeling

  • Portfolio Optimization

  • Performance Measurement

Valuation, Pricing & Hedge Analysis

  • Portfolio & Instrument Level Valuation

  • Fixed Income Models

  • Credit Models

  • Equity Models

  • Inflation Models

  • Complex Derivatives Pricing

  • Back-to-Back & Macro Hedge Strategy

 

Liquidity & IRR Modeling

  • ALM Modelling

  • Funds Transfer Pricing

  • Capital Calculation Assessment

  • Trading & Funding Liquidity Modeling

  • Term Structure & Discounting Curve Modelling

  • IRR Modeling

Credit Risk Process Design

  • Gap Analysis & Roadmap

  • Workflow Design

  • Policy & Procedures Design

  • System Gap Analysis

  • Data Mapping & Data Architecture

  • Re-Calibration/Testing

  • Training

Bank Regulatory Compliance

  • CECL

  • FRTB

  • Basel Gap Analysis & Roadmap

  • Basel Policy and Workflow Design

  • IRB / AIRB Assessment

  • Data Mapping & Data Architecture

Regulatory Validation

  • Trading & Non-Trading Books Validation

  • Data Inputs Evaluation

  • Assumptions Review

  • Modeling Methodology Validation & Back-testing

  • Governance & Change Controls Assessment

  • Reporting Process Review

Risk Appetite Limit Setting

  • Workflow Design

  • Portfolio & Product Strategy

  • Limit Setting & Management

  • Policy & Procedures Design

  • Regime & Sensitivity Analysis

  • Reporting

  • Training

 

ALM & ALCO Process

 

  • Gap Analysis & Roadmap

  • Policy & Procedures Design

  • Workflow Design

  • ALCO Process Assessment & Design

  • Data Mapping & Data Architecture

  • Training

Data Analytics

  • Data Mining

  • Decision-Making Modelling

  • Operational Risk Modelling

  • Model Performance Reporting