Financial Risk Management | KPMG | RU

Financial Risk Management

Financial Risk Management

KPMG offers services of qualified risk management professionals in Russia and the CIS.

KPMG offers services of qualified risk management professionals in Russia and the CIS

Effective risk management has recently come to the forefront in business across the globe, and it is now clear that during times of market instability, financial institutions need to have an effective risk management system in place to protect, grow and add value to their business. In Russia, KPMG consultants use their extensive international experience and in-depth knowledge of the Russian market to meet the challenges of building and optimizing processes to manage financial risks.

KPMG in Russia and the CIS has a team of dedicated risk management professionals that can offer recent industry experience, including in Europe and the US, cutting-edge technical skills, in-depth local market knowledge, and regulatory insight to help companies mitigate financial risk.

We provide a wide range of advisory services tailored to specific needs of our clients, including:

  • Risk management solutions for banks, insurance companies, corporate treasuries and other participants of financial markets
  • Regulatory advisory related to current and prospective regulations and standards including Basel II / III, Solvency II, IFRS 9 etc.
  • Models development and validation in line with the leading industry practices for credit risk (PD, LGD, EAD, CVaR), market risk, operational risk etc.
  • Economic capital frameworks development and optimization including risks measurement, aggregation, risk-based pricing, risk-based performance measurement, capital allocation, RAROC
  • Development and documentation of internal capital adequacy procedures (ICAAP)
  • Treasury optimization including transfer pricing framework implementation, approaches to liquidity risk, interest rate risk in banking book (IRRBB) etc.
  • Recovery and resolution plans development
  • Credit portfolio analysis and practical recommendations on credit portfolio management
  • Risk strategy, methodology and processes development for all risk types
  • Benchmarking and trainings

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