Credit risk management has evolved over the last decade from a relatively passive approach of minimizing credit risk in business, to using risk transfer techniques, and then moving on to an integrated approach to risk origination, pricing, transfer and hedging. Current regulatory changes, especially Basel II, also drive banks’ approach to credit risk initiatives. Needless to say, this presents new demands on technology.

We believe that banks must adopt modern quantitative methodologies and frameworks appropriate to their context, goals and capabilities. Accordingly, our approach to credit risk consulting combines our in-depth expertise of the global banking business in its most practical sense and our specialist knowledge of emerging frameworks of credit risk measurement. Our consultant teams consist of experienced lending bankers, credit risk managers, securitization professionals, credit rating experts, and credit risk quants.