With a local Irish quantitative team and access to a network of international quantitative groups that include experienced actuaries, quantitative analysts and statisticians, Forvis Mazars can help you with financial instrument valuations, credit risk modelling and management and internal model validation and assurance.
As a global audit and advisory firm, Forvis Mazars is exposed to a full spectrum of credit and market risk solutions, models, frameworks and local regulations. Building upon this deep knowledge of the credit and market risk areas, Forvis Mazars' consulting resources bring quantitative, qualitative and regulatory skills and experience.
Forvis Mazars can help in the following key areas:
The valuation of financial instruments calls for in-depth knowledge of financial markets and an understanding of specific risks. Our experienced analysts can advise or perform validation and assurance services to ensure that the approaches utilised can withstand scrutiny. Using their expertise and the customised tools that Forvis Mazars have developed, our team members have a rigorous and systemic process when pricing your financial instruments, which include:
Therefore, we can:
In a particularly volatile period with the impact of the Covid-19 pandemic, an uncertain geopolitical environment and rising inflation rates, credit risk management is a key supervisory priority, as indicated by the ECB Supervisory Priorities. These include improving banks' credit risk management practices (timely identification, forward-looking measurement and mitigation of credit risk), strengthening banks' management of exposures to sectors vulnerable to the impact of Covid-19 and monitoring of material exposures to leveraged finance. Financial institutions will have to contend with increasing inspections, stress tests, and sensitivity analyses driven by external and internal requirements. This requires accurate and efficient reporting mechanisms to demonstrate compliance with the regulatory requirements.
With deep experience in credit risk modelling spanning financial institutions of all sizes, Forvis Mazars can assist in all stages of the model lifecycle drawing from a broad range of modelling techniques. Therefore, we can help with:
International and Irish regulators have increased their focus on quantitative risk management since the financial crisis. This introduces many complex, interrelated risks to financial institutions. It's now more critical than ever for organisations of all sizes to obtain the best possible advice and benefits from robust risk management.
Our dedicated quantitative risk management experts and quantitative analysis team offer a client-focused strategy to help financial institutions to implement robust risk management frameworks that meet regulators' expectations, satisfy compliance requirements and contribute to intelligent risk decisions making.
Our experience and tailored approach help financial institutions effectively identify and mitigate critical risks, determine a strategic road map for risk management and make informed business decisions to facilitate business growth. We can provide support in:
State-of-the-art tools and data providers ensure our work quality.
Forvis Mazars use external tools to access market information and market dates, ensuring our independence and thus guaranteeing the quality of our valuations and audit of internal models. Permanent access to market data is necessary to guarantee our valuation and model review quality and ensure consistency.
Forvis Mazars' internal tools are tailor-made tools developed by the Forvis Mazars quantitative team. These tools are necessary to deal with complex valuations and risk measures that need individual and specific approaches.
All team members have extensive experience valuing financial instruments in complex and sophisticated environments and reviewing risk measurement and control processes. Our experts are accustomed to working in multi-cultural, international environments offering bespoke solutions adapted to local issues in Europe.
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