Explore Crisil, a company of S&P Global

Formerly known as Global Research & Risk Solutions

Risk Services

 

 

Empowering financial institutions to navigate risk with confidence

The rapid pace of innovation and regulatory reforms poses a significant threat to financial institutions, as their technology platforms risk becoming outdated or uncompetitive. Financial institutions are also grappling with the challenge of streamlining and rationalising their risk processes and controls.

Our risk management services empower organisations to identify, measure and mitigate risks effectively, while complying with regulatory requirements. Our blend of technical and functional expertise helps financial institutions modernise or replace their legacy technology systems and simplify and rationalise their risk controls.

Our services span real-time risk platforms, stress testing, risk reporting, and advanced risk analytics to ensure sound risk management practices.

 

 

 

Our services

 

 

  • Define and review risk policies, risk appetite frameworks aligned to strategic goals, and ERM frameworks across risk stripes, including market risk, CCR and liquidity risk
  • Design effective governance models to ensure alignment with business objectives and regulatory expectations

  • Develop and implement comprehensive risk frameworks, such as VaR, counterparty limits, concentration risks and expected shortfall models
  • Enable real-time risk generation for risk exposures across asset classes, and intraday and end-of-day monitoring of trading positions, sensitivities and exposures
  • Provide solutions for intraday liquidity monitoring and contingency funding planning
  • Build golden source of market data, standardise and manage market data and derived market data, and ensure accuracy and integrity to support reliable risk measurement and decision-making
  • Implement robust controls and establish frameworks for data ownership, lineage and usage

  • Develop and validate risk models across risk stripes, conforming to regulatory standards
  • Develop advanced scenario analysis tools for market shocks, counterparty defaults and operational risk events
  • Provide support for regulatory stress-testing requirements, including CCAR and DFAST
  • Integrate stress-testing capabilities with real-time risk platforms for continuous monitoring

  • Enhance capital efficiency through improved allocation frameworks and RWA optimisation
  • Support FRTB implementation, including SA and IMA

  • Build resilient operational frameworks and controls to mitigate risks effectively
  • Establish comprehensive control mechanisms, including limit monitoring and exception management
  • Conduct periodic reviews and assurance testing of risk processes and controls
  • Establish an integrated reporting framework for consistent reporting across regulators, senior management, governance forums and Board members
  • Manage the establishment of, and scale, offshore operations for cost efficiencies

  • Perform gap analysis and assess current frameworks against regulatory requirements to identify gaps across regulations such as Basel, FRTB SA/IMA/SACVA, BCBS 239, IRRBB, and SA-CCR
  • Carry out audit preparation and validation for compliance with external and internal standards
  • Conduct detailed analysis and testing to support validation of new implementation; utilise what-if analysis to exercise new implementation
  • Perform analysis of capital impact and drivers of capital and risk
  • Support in addressing regulatory MRIAs/MRAs, consent orders, and SIAIs

 

 

 

 

achieve-success