📧 info@akwconsultants.com   📞+971 54 582 1550
📧 info@akwconsultants.com   📞+971 54 582 1550

We encourage our clients to embrace a broader perspective of risk, keeping in view their strategic goals, vision, opportunities, objective, change management and internal controls so that it encompasses the broader business risks. Focusing on business risks from a broader perspective provides better insights into risk and its ramifications. Better insights should lead to better risk management, enhanced results, and fewer surprises, thereby enabling the organization to stay ahead of the curve. 

We encourage our clients to embrace a broader perspective of risk, keeping in view their strategic goals, vision, opportunities, objective, change management and internal controls so that it encompasses the broader business risks. Focusing on business risks from a broader perspective provides better insights into risk and its ramifications. Better insights should lead to better risk management, enhanced results, and fewer surprises, thereby enabling the organization to stay ahead of the curve. 

We encourage our clients to embrace a broader perspective of risk, keeping in view their strategic goals, vision, opportunities, objective, change management and internal controls so that it encompasses the broader business risks. Focusing on business risks from a broader perspective provides better insights into risk and its ramifications. Better insights should lead to better risk management, enhanced results, and fewer surprises, thereby enabling the organization to stay ahead of the curve.

    Credit Risk

    1.PD & RAROC Modeling

    2. Stress Testing Framework

    3. Model Validation

    4. IRB Gap Assessment

    5.Managing concentration risk

    6.Retail lending scorecard validation 

    Economic Capital Modeling

    1. Economic Capital Framework

    2. RORAC Framework

    Asset Liability Management & Liquidity Risk

    1. Value at risk (VaR) and Earnings at risk (EaR)

    2. Liquidity gaps and Liquidity contingency scorecards

    3.VaR – Historical and Monte Carlo

    4.Interest rate gaps – EaR

    5.Liquidity – gaps, LCR & NCFR

    Market & Operational Risk

    1. Model development and Validation

    2. Internal Models Approach

    3.Risk and controls assessment

    4.Loss data collection

    BASEL II and BASEL III

    1. Impact Analysis, Implementation Strategy & Roadmap

    2. Harmonizing Liquidity Standards

    3.Countering Pro-Cyclicality

    4.Back Stop Measure Leverage Ratio

    5.Enhancing Risk Coverage

    6.Raising Quality of Capital Base

    7.Conduct Gap Analysis

    8.Map in accordance with the Regulatory and International Best Practices

    ICAAP

    1. Model development and Validation

    2. Internal Models Approach

    3.Risk and controls assessment

    4.Loss data collection