Risk Management

Through consultancy, quantitative modelling expertise and proprietary software solutions, MIAC Analytics are able to offer risk management support related to Basel II/III and IFRS9 (see case study) for a variety of asset classes via the following:

• Model Development and Validation – Experience in the whole model lifecycle means MIAC is well placed to offer services in the following areas:

  • PD/LGD/EAD models
  • Expected and Unexpected Loss
  • Lifetime point-in-time (PIT)
  • Stress Testing Frameworks
  • Expected Loss or Loss Provision Model
  • Application and Behavioural Scorecards

• Model Monitoring and Optimisation – minimise model risk through parameter optimisation and a robust governance framework.
• Independent Benchmark Analysis – obtain an independent credit risk analysis of assets to challenge internal models and assumptions.
• Due Diligence – See our dedicated page

Our risk management consulting services draw upon on our extensive experience in the US, UK, and Europe. Get in touch to find out about our Risk Management consultancy services.

Specialist Financial software: MIAC Analytics™

MIAC employs a robust and proven suite of data, risk management and valuation tools, MIAC Analytics™. These are used in-house and licensed to our clients.  Developed in conjunction with our clients over the past 20+ years, these tools provide us with unparalleled flexibility in meeting market and client-based risk management and valuation requirements. Some examples of the tasks that the software supports are as follows:

• Capital and impairments calculations
• Stress testing and reverse stress testing
• Data management and reporting