Our
Case Studies
Real engagements, anonymised: the problem each client brought, the work we did, and what it changed.
Real engagements, anonymised: the problem each client brought, the work we did, and what it changed.
A European bank needed to know that the capital it holds against concentrated lending would stand up to scrutiny, so it asked us for an independent view of the model behind the number.
A UK lender needed every model in its IFRS 9 expected credit loss suite rebuilt, at the point when the team that had built them was no longer there.
A UK bank wanted the monitoring pack for its loss given default models built and running every cycle, rather than rebuilt by hand each month.
A UK bank wanted the forward-looking component of the loss given default model behind its credit cards ECL to stand up to scrutiny, and asked us to review and enhance it.