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Risk Management

Active risk management, supported by emerging technologies and data analytics with a regulatory and management perspective.

We provide a cross-cutting vision by integrating our knowledge and expertise in regulatory, accounting, financial, and sector-specific areas.

VALUE PROPOSITION

A unique alternative in the market to meet the needs of our customers

Specialized knowledge

Deep expertise in business, technology, and regulation to generate high-value solutions.

Our clients. Trusted experience.

Over 15 years supporting major organizations in their evolution and transformation.

End-to-end capabilities

We cover the entire cycle: strategy, design, implementation, and peration with a global perspective.

Multidisciplinary team

Consultants, technologists, and business experts working together in an integrated and agile way.

HOW WE HELP OUR CLIENTS

Services

Discover how we help our clients

01 Methodology and Models

We have highly specialized teams with a cross-disciplinary approach to developing methodologies and models for risk measurement and management.

Quantitative Model
Model validation and optimization
Assessment of methodologies and alignment with regulatory requirements
Calculation engines and solutions

02 Balance Risk (ALM)

We act as partners to our clients, complementing their own ALM function from a business and operational perspective, as well as defining and implementing comprehensive models and solutions that streamline the function.

Interes rate and liquidity Risk Modelling & Reporting
Regulatory and management perspective
Integrity and alignment of ALM with finance

03 Risk Strategy, Organization and Governance

Strategic financial risk management models, establishing policies, organizational, operational, and technological models, and control models that ensure efficient risk management.

Governance models
Operating models
Alignment
Risk control model

04 Valuation, Market & Counterparty Risk

Models and methodologies supported by analytics and cash flow modeling.

Quantitative portfolio valuation (banking and trading)
Market risk measurement
Hedge accounting
Exposure calculation
Credit scoring

05 Risk Data, Infrastructure and Solutions

Interest rate and liquidity Risk Modelling & Reporting
Regulatory and management perspective
Integrity and ALM alignment with Finance

05 ALM

We define and implement data models, processes, and infrastructure to ensure decision-making and risk management based on high-quality information available in real time, on which we support solutions (proprietary and market-based) for the projection and calculation of financial and risk metrics.

Comprehensive data model
Analytical environments
Information reconciliation and alignment processes
Metrics projection and calculation solutions
Risk modeling & risk calculation
ICAAP & ILAAP
Regulatory requirements analysis & implementation
Risk governance models

Areas of Expertise

Discover how we help our clients

Estrategic

Governance Models
Master Plans
Policies and Procedures
ALCO Advisory Services

Methodologies and Regulation

Models (ALM, NPEs, FTPs, CSRBB, etc.)
Model validation and optimization
Assessment and implementation of regulatory developments

Data and Technology

Data Collection and integration
Data quality and conciliacions
Data Arquitecture

Computational Engines

Selection of solutions
Implementation and configuration of market solutions
Proprietary solutions and ad hoc development

Comprehensive Reporting 
(management and regulatory)

COAP/ALCO assistance and defense
Comprehensive reporting models
Outsourcing of the function

References

Alquid | Capital Planning

Comprehensive calculation and projection of capital requirements, integrating risks, provisions, and profitability, while complying with regulatory methodological requirements.

Alquid | FTP

Manage your balance sheet and optimize the product mix by setting the right incentives for business lines, while pricing with confidence and transferring structural risks to Treasury.

Alquid | IRRBB

Empower your ALM team to move from operational reporting tasks to strategic balance sheet analysis using value and revenue metrics.

Alquid | Liquidity

Enable precise liquidity planning by optimizing HQLA, projecting LCR and NSFR metrics, and adapting to client digitalization through behavioral models and stress testing

Alquid | Market Risk

Value your portfolio operations with confidence while managing overall portfolio risk through stress testing, VaR, and Greeks, using different methodologies to remain within the bank’s risk appetite.

NFQ AMURA

NFQ ECAP

NFQ SMARTDATA