Basel II/Basel III/IRB/Risk Management Framework
In the aftermath of the global financial crisis, the financial landscape underwent a profound transformation. In response to the vulnerabilities exposed during that turbulent period, the Basel Committee on Banking Supervision introduced Basel III, a comprehensive set of international banking regulations. The implementation of Basel requirements is not merely a regulatory necessity; it is a strategic imperative for financial institutions seeking stability, resilience, and sustainable growth. At AA, we specialize in delivering cutting-edge Basel II/Basel III/IRB transformation consulting services tailored for your organisations.
We can help you with:
- Basel II/Basel III Gap Assessment, Recommendation for Improvements & Roadmap
- Basel II/Basel III Risk Frameworks, Policies, Procedures Design and Implementation
- Basel II/Basel III Risk Capital Calculation
- FIRB/AIRB capital calculation methodology, tool and system implementation for credit risk
- Risk model validation & reporting design
- Risk appetite and risk limit setting
- Risk system implementation support (e.g. risk data mapping, risk data requirement development, risk data quality rule check and test case design, risk system BRD development)
Data Governance
In a highly-regulated business environment, it is challenging for organisations to manage their data-related risk and compliance issues. Lack of data governance has often resulted in organisations being unable to derive any tangible benefits from data, despite investing heavily across their data value chains. To fully unlock the potential of data and have meaningful analytics, we have to ensure that data is well governed, of good quality, and ultimately fit for purpose. This requires organisations to have appropriate and effective methods of governing, designing and organising data to be able to process and exploit its potential to the fullest.
We can help you with:
- Data Governance Benchmarking, Target State Definition and Gap Analysis
- Data Management/Governance Roadmap and Business Case Development
- Data Management/Data Governance Organisational Structure set-up
- Data Governance and Data Quality Policies and Procedures
- Data Quality Rules and Controls Design
- Data Analysis, Dashboarding, and Reporting
- Data governance system implementation
Assets, Liabilities, Capital Management and Fund Transfer Pricing
Our specialised services in Asset Liability Management (ALM), Capital Management, and Fund Transfer Pricing (FTP) are designed to empower your institution with robust strategies, ensuring long-term success and sustainable growth.
We can help you with:
- ALM Framework Design and Implementation: Our ALM consulting services are tailored to optimise your balance sheet, enhance liquidity management, and fortify interest rate risk strategies. Our experienced consultants will work closely with your team to develop comprehensive ALM frameworks that align with your institution’s risk appetite and regulatory requirements.
- Capital management framework Design and Implementation: You can maximise your capital efficiency and regulatory compliance with our Capital Management expertise. We provide strategic insights to strengthen your capital governance structure, ensuring optimal capital deployment and risk mitigation. From Basel II/ Basel III compliance to stress testing, our consultants will guide you through the intricacies of capital allocationand optimisation as well as capital management application in risk based performance measurement, risk based pricing, empowering your institution to thrive in dynamic financial landscapes.
- Fund Transfer Pricing Framework Design and Implementation: Drive your profitability and enhance decision-making with our Fund Transfer Pricing services. Our consultants will help you establish a transparent and efficient FTP framework, aligning funding costs with the true economic value of your assets and liabilities. By optimising fund transfer pricing, you gain a competitive edge in the market while ensuring a fair and equitable allocation of resources across your organisation.
