Risk Advisory Asset Managers

We advise asset managers on all aspects of financial and market risk modelling such as risk governance, risk measurement and reporting, performance attribution, pricing, valuation and validation.

Asset managers are facing changes in the regulatory landscape, challenges with respect to the valuation of financial instruments and accelerating competition in the marketplace. With an increased complexity of financial regulations within the financial market, reliable valuations and a solid risk management function is key to sustaining a strong and resilient organization. We enable asset managers to achieve both regulatory and strategic goals, by advising on risk management and supporting with or performing the valuations of complex financial instruments.

Risk strategy

Policy & Governance: We offer support with the identification of risks, formulating a risk strategy, risk governance and drafting a risk framework, policy or risk appetite statement.
Regulatory Compliance: With extensive knowledge of the regulatory landscape (including AIFMD, UCITS and EMIR) we advise clients on anticipating and reacting to compliance and regulatory requirements, in order to meet the demands and expectations of regulators and stakeholders.
Balance Sheet Management: We advise on balance sheet management activities including asset and liability management (ALM), liquidity risk management, capital management and hedging activities.

Risk modelling

Risk Methodology: We help clients with defining an appropriate methodology for the assessment and mitigation of risks, including credit, market, liquidity, foreign exchange and commodity risk. Our methodologies are aligned with both regulatory requirements as well as ‘best practice’ methods.
Risk Modelling: We offer analytical support and in-depth experience with financial models and quantitative methods, e.g. PD/LGD and counterparty credit risk models, VaR/ES estimations, model risk quantification, stress testing and scenario analysis.