Financial Risk Management | KPMG | ZA

Financial Risk Management

Financial Risk Management

KPMG’s professionals advise on risk, financial engineering, actuarial services & the management of assets, capital, treasury & commodity/energy risk.

KPMG’s professionals advise on risk, financial engineering, actuarial services & the man..

Increasing global concerns about financial risk

Financial risk is an inescapable fact of life in the modern business environment and KPMG offers a broad ranging financial risk management service. In the current climate, enterprises of all kinds and sizes want robust financial risk management frameworks that satisfy compliance demands, contribute to better decision making and enhance performance.

Our Financial Risk Management professionals with backgrounds including actuaries, risk analysts, economists and banking professionals work with our clients to leverage and use their risk management and compliance experience to drive superior performance. 

We cater to various clients from a wide range of industries, including: 

  • Banking
  • Investment
  • Insurance
  • Pension Funds
  • Finance Companies
  • Major Parastatals
  • Corporate Treasuries
  • Government departments
  • Mining
  • Energy
  • Retail and consumer markets
  • Telecommunications
  • Agriculture
  • Construction 

Our advisers are skilled, experienced professionals who offer advice that is clear, objective and practical. They draw on KPMG’s extensive national and global resources and we have both inward and outward secondments to raise the knowledge and skills of our team. 

How we can help

The Financial Risk Management team assists organisations to reinforce and enhance their in-house risk management and compliance resources and develop the right solutions leading to improved understanding and management of risks and improved performance.

Capital and Balance Sheet Management:

  • Economic and regulatory capital management
  • Integration of risk, finance and strategy
  • Stress testing and scenario analysis
  • Risk appetite and reporting frameworks
  • Internal Capital Adequacy Assessment Process (ICAAP)
  • Recovery and resolution planning (RRP)
  • Risk Adjusted Performance Measurement (RAPM)
  • Capital allocation and capital optimisation

Market and Treasury:

  • Financial Market Risk
  • Liquidity Risk
  • Commodity and Energy Market Risk
  • Treasury Risk including Derivatives
  • Debt Optimisation
  • CVA
  • ALM review
  • Training
  • Exchange control
  • Operational Risk
  • Treasury System selection
  • Treasury System implementation
  • Processes and controls
  • KRI or EWR - In treasury
  • Bank Payment Regulations
  • Regulations pertaining to Financial Institutions

Actuarial:

  • Statutory Actuary/ Head of Actuarial Function Roles
  • Risk, Capital and Balance Sheet Management
  • Data Analytics and Pricing
  • Actuarial Valuations and Financial Reporting
  • Independent Reviews
  • Regulation and Compliance Support
  • Actuarial Modelling
  • Strategy and Transaction

Credit Risk:

  • Credit policies, procedure & process design
  • IAS39 Credit impairments
  • IFRS 9 Expected Credit Loss
  • Credit portfolio management & modelling
  • Basel Internal Ratings Based (IRB) model development & validation
  • Credit risk data management
  • Collateral and collection management
  • Credit pricing
  • Application and behavioural credit scoring

Economics:

  • Regulatory impact assessments
  • Economic impact assessments
  • Market research
  • Regulatory pricing
  • Industry value analysis
  • Economic modelling and forecasting
  • Cost escalation modelling
  • Economic footprint determination
  • Scenario planning
  • Competition and dispute advisory
  • Policy analysis
  • Cost benefit analysis
  • Multi-criteria decision making analysis
  • Behavioural economics
  • Localisation and industrialisation from an economic point of view.

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