Steering the evolution of balance sheet, the co-existence of P&L optimization objectives as well as capital and liquidity requirements is a compelling need in any financial organization. Both CFO and CRO departments are involved in this process and contribute to the analysis with different perspectives. An effective and robust approach to Holistic Risk Management must consider the intrinsic relationship between market, credit and liquidity risk factors in order to identify interlinkages that could lead to potential ‘spiral’ effects and evaluate the possible mitigation actions.
Leveraging the quantitative skills of its financial engineers and the experience of its risk & planning consultants, Prometeia can guarantee the quality of its delivery along the entire project cycle from the initial design, through the implementation, to the final systems roll-out. Prometeia consistently pursues state-of-the-art methodologies, with a fully dedicated team of econometricians, financial specialists and balance sheet experts who have broad expertise in integrating Risk and Performance Management dimensions into a single, value-centric framework. This includes:
This competence mix helps clients build up a solid and comprehensive approach to the main planning & risk integration balance sheet simulation processes (e.g. Multi-scenario strategic planning, Risk Appetite Framework, Recovery Planning, ICAAP/ILAAP, Reverse Stress Testing, NPE planning, …)