our projects

Web-based Financial planning ModeL

Aug 2019

A top-down financial planning model for the Wealth division of one of Africa’s largest banks, which facilitates both top-down and bottom up planning through user-friendly, ring-fenced cloud-based web integrated tool both at a centralised and decentralised level

Pricing model

May 2019

Developing a tailormade pricing tool unique for each division within an SOE that will aide financial decision making

ECL models training

May 2019

Carrying out of Bank-wide executive, management and operational workshops on end-to-end credit-risk and pricing modelling, including IFRS9 implications for an international Bank specialising in trade finance

Business Risk beNCHMARKING

Jan 2019

Detailed research and benchmarking into the local and international banking industry with respect of Business Risk assessment and modelling and usage at a strategic and operational level. This initiative looked at extent and degree to which leading-edge Banks monitored their own financial performance on a historical basis and as measured against material macro-economic factors – thereby providing a sense check for realistic forward looking planning

Credit Risk - EAD modelling

Nov 2018

Design, develop, test and implementation of a facility level Exposure at Default model (EAD) model for an international bank – used to enhance the Bank’s inhouse credit risk management capacity and capability to screen and assess risk at both origination, monitoring, and restructuring phases of the credit life-cycle.

Credit Risk - LGD modelling

Nov 2018

Design, develop, test and implementation of a client and collateral level Loss Given Default (LGD) model for an international bank – used to enhance the Bank’s inhouse Operations, Monitoring and Credit Risk management capacity and capability to screen and assess risk at both origination, monitoring, and restructuring phases of the credit life-cycle.

Credit Risk - PD modelling

Sep 2018

Development of set of Client level Probability of Default (PD) models, covering: i) Corporate Clients, ii) Financial Institutions, iii) Sovereigns (specifically unrated) as well as facility PD models needed for iv) Structured Trade Finance, v) Project Finance and Balance sheet lending, as well as vi) Factoring and Invoice discounting  

Business Risk model

Aug 2018

Enhancing the Bank’s business risk capabilities through the development of a web-based empirical modelling and forecasting platform 

ICAAP/ILAAP gap analysis

Jul 2018

Project Lead on ICAAP/ILAAP initiative with European bank to: identify and prioritise gaps, and estimated cost to close them

Funds transfer pricing Model

Apr 2018

All-in-cost funding curve (including derivative collateral cost, funding channels) and cost-discriminatory product prices

Financial Planning tool

Apr 2018

Integrated financial planning Top-down model for blue-chip merchant bank. Excel-free, web-integrated and interactive dashboards for use by C-suite executives for 5 year rolling-forecast

Risk adjusted Pricing 

Mar  2018

Full end-to-end development and web-based deployment of risk adjust pricing tool for on- and off-balance sheet products for a Multilateral Bank

Basel IV – prototype

Feb 2018

Prototypes for new Basel IV – market risk framework (standardised approach)

cost allocation

Nov 2017

Deep dive cost allocation methodology and process for an SOE with over 161 business units, providing business unit level profitability

Optimise Planning process

Jul 2017

Integrated financial planning model for CIB division of one of Africa’s largest Banks

(Derivatives) Trading, hedging and pricing

Jun 2017

workshops in developed and emerging markets (Germany, Egypt, Sri Lanka)

Early Warning Indicators

Jan 2017

Building an automated Early Warning Model for proactive arrears management

Automated Offshore fund selection

Oct 2016

Automated tool to assist alignment between clients’ needs and investment funds

Basel IV – gap analysis for market risk framework

Sep 2016

Gaps, project plan and cost estimate to achieve Basel IV – market risk compliance

Liquidity Forecast

Jan 2016

Aligning Liquidity Forecast to internal planning

Target Operating model

Jan 2016

Redesign target operating model and governance framework for Wealth Pillar

Basel IV – prototype

Oct 2015

Prototypes for new Basel IV – market risk framework (standardised approach and internal model)

Risk Strategy Framework

Oct 2015

Design, build embed comprehensive Enterprise Risk Management Framework

Liquidity Forecast

Jun 2015

Aligning Liquidity Forecast to internal planning

Market Risk workshops 

2015-2018

workshops in developed and emerging markets