Risk
We transform the risk function — connecting regulatory expertise, quantitative methods, data architecture and AI capability into a coherent risk management capability.
We make risk management a genuine steering instrument: robust, integrable and future-proof.
What we do
Risk Models & Methods
- Development and validation of market
- Credit and liquidity risk models
- Stress testing; RWA calculation engines.
AI Governance for Risk
- AI risk strategy
- TOM design
- Mandate structures and 2nd-line control frameworks
Data & BCBS 239
- Risk data architecture
- Data quality
- Lineage and governance
- BCBS 239 compliance programmes
- Reporting rationalisation.
Liquidity Management
- Modern ILM frameworks
- Intraday liquidity forecasting
- LCR/NSFR optimisation and collateral management.
Non-Financial Risk
- OpRisk
- ICT and AI risk integration
- DORA supervisory audit readiness
- NFR reporting
- Control taxonomy
Risk Reporting
- Design of KPIs
- Management reporting frameworks
- Risk disclosure artefacts for supervisors and boards.
Topics we cover
Where we go deep
AI governance TOM
We translate EU AI Act obligations and EBA guidelines into operationalised organisation — AI inventory, mandate structures, 1st/2nd-line responsibilities, use-case lifecycle and escalation processes.
DORA: beyond day-one compliance
With DORA now in force, we focus on what comes next — supervisory audit readiness, ICT register quality, critical/important function reassessment and NFR integration into risk reporting.
Liquidity in real time
Regulators and technology are driving banks toward continuous liquidity management. We implement ILM frameworks with intraday forecasting models, collateral pool optimisation and T+1 settlement impact assessments.
BCBS 239 & data quality
Risk reporting quality begins with data. We design risk data architectures, establish lineage, define data definitions and build automated quality controls — creating the foundation for credible regulatory reporting.
Selected projects
Model Validation
Universal Bank
Validation of varous market and cpty risk model both for BAU and within a project setup. Duration: Active since May 2025.
- Model-Validation
- Project-Setup
Agentic Model Validation
Universal Bank
Deployed a specialist agent for automated creation of BCBS-239-related documentation from required source documents for model validation purposes. Markedly reduced manual effort and increase of validation quality. Active since Aug 2025.
- AI-Agents
- Banking-Tech
DORA Compliance & Information Register
DORA Compliance & Information Register
Gap analysis against DORA Level 1/2 requirements, creation of all key artefacts (DOR strategy, ICT risk policy, KWF policy, information register), completed within tight regulatory deadline. Duration: Dec 2024–Apr 2025.
- Crypto-Asset
- Gap-Analysis
Credit Risk Engine
German Investment Bank
Design and delivery of a new global IT architecture and credit risk system for RWA calculation. Covered business logic design, technical requirements and senior management communication. Duration: Jun 2023–Mar 2025.
- Corporate-Banking
- RWA-Calculation
AI Governance
Universal Bank (2nd Line)
Defined mandates, roles and control structures for the 2nd line of defence covering AI-induced risks. Integrated regulatory requirements into existing risk and compliance frameworks. Active since Sep 2025.
- Regulatory-Compliance
- Risk-Management
THOUGHT PAPERS
What we publish
Get In Touch
We build audit-ready operations for regulated capital markets.
Our team is ready to connect with you and answer all your questions.