Bank Risk Advisors: market, liquidity & credit risk measurement and validation solutions for banks


ALCO & Fair Value reporting


  • regulatory compliance scenarios
  • income, value, and liquidity metrics
  • static balance sheet
  • optional online access


  • includes basic
  • non-parallel yield curve shifts
  • dynamic balance sheet analytics
  • quarterly Fair Value disclosures and documentation
  • online access available at


  • includes standard
  • integrated market, liquidity and credit risk measurement and monitoring solutions
  • pro forma Economic Capital and ICAAP
  • credit risk stress testing
  • stochastic earnings and value at risk

model validation & process review

about model validation

Financial institutions of all sizes and charters are required to validate their risk models, including those used for ALM. Your requirements are the focus of our assignment. The customary report set, redesigned and updated in 2014, includes an Executive Summary, recommendations based on current “best practices”, and a detailed model implementation review.


New for 2014, our report set includes a new Regulatory Compliance Report focused on adherence to the requirements of regulatory guidance for Model Risk Management and other subject guidance.

Fair Value analytics for US banks

SFAS 141R disclosure

Pre- and post-acquisition analysis of asset and liability Fair Values, including the Core Deposit Intangible (CDI).


Goodwill Impairment Testing

Level 2 analysis of applicable Fair Values for Goodwill Impairment Testing. Level 1 analysis available from our business partners.


enhanced Fair Value reporting

Integrated market, liquidity and credit risk considerations are required for best practices internal and external financial reporting. Our process has been favorably reviewed by Big 4 and regional accounting firms.

real world solutions >



ALM model review: the Good

Management and regulators of Sample Regional Bank were uncertain whether the bank had outgrown the capabilities of their ALM model. Using a more advanced ALM model, the Bank Risk Advisors used detailed data and assumptions to produce a full-blown market and liquidity risk model for the Bank. Our conclusion was that the Bank did not need to spend hundreds of thousands dollars upgrading their capabilities. In addition, we identified and prioritized areas that required improvement to remain with their current model, in addition to specifying additional steps to ensure the Bank could use to review the areas of concern.


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