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Risk Management Solutions |
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Sales & Marketing Solutions |
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Research &
Advisory Services |
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Learning Solutions |
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Risk Consultancy Solutions |
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Risk Consultancy Services |
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Risk Software Applications |
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Credit Bureau Solutions |
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| Risk Consultancy Services |
 Enterprise Risk Management (ERM)
Implementation of Enterprise Risk Management framework is a huge task and requires a well-planned and centrally-coordinated effort from all stakeholders – but the burden can be substantially eased by partnering with an organization whose implementation methodology is coherent, concise and well-integrated.
Enterprise Risk management implementation is expected to deliver value in terms of identifying and analyzing gaps between the existing risk management policies & procedures and the global best practices/Basel II guidelines and recommending the best possible solutions to bridge the gaps. The analysis will highlight the areas of enhancements and provide banks with a clear strategy to adopt the best practices in a time bound manner to comply with the Enterprise Risk Management practices. |
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| D&B's ERM Offerings: |
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| Enterprise Risk Management and Basel II Implementation: |
- Credit Risk Management Implementation
- Credit Risk Capital Computation based on Standardized and Advanced Approaches
- Setting up Risk Strategies for Small and Medium Enterprises (SME) Segment
- Market Risk Management Implementation
- Market Risk Capital Computation based on Standardized and Advanced Approaches
- Asset Liability Management Implementation
- Liquidity Risk Management and Interest Rate Risk management Capital Computation
- Operational Risk Management Implementation
- Operational Risk Capital Computation Based on Standardized and Advanced Approaches
- Integrated Stress Testing
- Identification, Measurement and Reporting of Pillar II risks
- Implementing Pillar 3 reporting structure.
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- Policy review/development
- Governance structure, roles & responsibilities
- Credit Process Reviews
- Credit Risk Rating Models
- Statistical Rating Models to determine PD, LGD and EAD
- Judgment Based Rating Models and Calibration
- Hybrid Rating Models
- Statistical Rating Models to determine PD, LGD and EAD
- Judgment Based Rating Models and Calibration
- Hybrid Rating Models to determine PD, LGD and EAD
- Credit Risk Rating Models Validation
- Retail Rating Models
- Corporate Rating Models
- Asset Review & Monitoring
- Credit Provisioning
- Capital Computation based on Standardized and Advanced Approaches
- Setting of Credit Risk Appetite
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- Market Risk and Investment Policy review/development
- Governance structure, roles & responsibilities
- Pricing and Valuation of Financial Instruments
- Valuation of Spot Instruments
- Valuation of Derivatives
- Valuation of Structured Instruments which includes CDOs, CMOs, CDS, ABS, MBS and other Exotic Instruments
- Sensitivity Analysis for Financial Instruments
- Value at Risk Models for Risk Measurement
- Back Testing of Internal Models
- Market Risk Stress Testing
- Capital Computation based on Standardized and Internal Approaches
- Setting of Risk Appetite for Market Risk
- Evaluation, selection & implementation support for Market risk management software
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Asset Liability Management
- Asset Liability Management Policy review/development
- ALM Governance structure, roles & responsibilities
- Liquidity Risk Assessment
- Early Warning Indicators
- Liquidity Ratios
- Liquidity Risk Gap Analysis
- Interest Rate Risk Assessment for Interest Rate Risk in Banking Book (IRRBB)
- Capital computation for Liquidity Risk and IRRBB
- FOREX Risk Management
- Contingency Funding Plan
- Early Warning Indicators
- Action Plans
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