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We assist in determining appropriate credit policy in the context
of an institution's strategy and in compiling appropriate documentation
such as manuals and procedures. We are also able to review the
integrity of the credit process based on established policies.
We can assist management in determining the types of information
and structures, which provide pro-active risk management. We
assist in establishing risk rating systems for assets, contingent
liabilities and trading instruments and can apply these to methods
for loan loss provisioning and evaluation of capital allocations.
We have been active in the introduction of risk adjusted capital
structures in the banking and insurance sectors.
Recent assignments include:
- For a UK bank set up a risk rating system and assisted
in devising a loan loss provisioning methodology
- For a US regional bank assisted in the introduction of
risk-adjusted performance measures
- For a European bank led the team in preparation for credit
risk portfolio management
- Surveyed global best practice in structuring risk control
systems for a leading European bank
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