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FINANCIAL RISK

MODELING AND FORECASTING

Unprecedented times

Unprecedented innovation

We are currently living in unprecedented times brought upon by the emergence of new geopolitical risks, inflation and market instability. The impact on all economies is substantial and is expected to last for a significant number of months and years to come.

Although the banks are generally regarded as essential service providers, they will sustain severe impacts on their businesses through lowered demand and an ever-evolving variety of complex risk factors such as requests for payment holidays, operation disruptions and outright defaults.

Our unique understanding of the need

Lenders need a sound yet agile means to navigate this new environment by testing the soundness of their business through balance sheet management practices. i.e. risk appetite, ICAAP and ILAAP

Financial regulators should cohesively and consistently be calling on banks to provide a stress testing forecast informed by the most current, unexpected market condition with the goal of ensuring capital adequacy.

Infographic illustrating Ilion's integrated risk frameworkdetailing the strategic planning process that, with the correct tools, will result insustainable optimisation.

Our ready-to-use solution

Financial Risk Forecasting Model (FRFM)

We have an integrated financial risk forecasting model (FRFM) service offering that combines our clients' financial and risk data to deliver a ready-to-use solution for managing and optimising the performance of their businesses which can be done under any macro-economic or strategic scenario/environment.

Our model's key deliverables

  • Integrated Financial Forecasting Model

  • Balance Sheet Management Model and Framework

  • Microsoft Excel Spreadsheet Format

  • Model Methodology Documentation

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THE MODEL'S FEATURES + CAPABILITIES

  • Credit Risk Engine

  • Financial Risk Forecasting – Driver Based

  • Stress Testing

  • ICAAP and ILAAP input

  • Recovery and Resolution Planning input

  • Balance Sheet Optimisation

  • Individual and Concentration Exposure Impact Analysis

THE MODEL'S METHODOLOGY

We input our clients' financial and risk data into the model which integrates the data (using the methodology illustrated below) with results being achieved within a short turnaround.

Illustration of our Financial Risk Forecasting Model's methodology illustrating how we input our clients' financial and risk data into the model which integrates the data

Book an appointment with us to discuss how our particular approach can transform your data-driven decision-making process.

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