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Risk Identification, Assessment and Measurement

Board risk committees, management, rating agencies, and regulators are increasingly focused on a bank's capacity to manage risks optimally by forecasting and minimising future losses. PKC Advisory assists our clients in developing complex risk frameworks that aid in the identification of various risks, the timely implementation of preventive actions, and the strategic allocation of capital to maximise risk adjusted returns.

Work Featured

Creation of a risk appetite framework and governance structure for a UAE-based holding bank, with subsequent cascading to subsidiaries and business segments

Identification and evaluation of RWA optimization solutions for a GCC-based commercial bank, covering different reporting and strategic levers

Given the higher capital requirements under Basel III, a commercial bank in Kuwait developed a portfolio review and performance measurement methodology based on RAROC.

Creation of a stress testing model based on bank specific variable analysis to assess the impact on a Kuwait-based bank's capital and returns.

ICAAP, ILAAP, and stress testing reporting and governance framework development for a prominent commercial bank in Bahrain

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