Analytics
R2M Analytics provides financial institutions and insurance companies with unique and innovative services in quantitative Credit and Operational Risk review and advisory.
R2M Analytics team’s international services are headed by Dr. Duc Pham-Hi. We can provide your organization with:
- Feasibility and profitability studies for Advanced Measurement Approach candidates
- Before entering into a time and money consuming model building process… (see next)
- Before entering into a time and money consuming model building process, organizations may desire to have an idea about the potential savings they could make on their Operational Risk capital charge but also as regards the length, cost and the roadmap of an AMA project.
- Modeling, counter-modeling and alternative models building
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Basel II provides a framework for operational risks modeling…
(see next)
Basel II provides a framework for operational risk modeling but organizations are free to use any techniques they wish. Hence, models developed are very different from one organization to an other. Having an alternative and external opinion and proposition allows organization to prevent from the « insider view » biases and to benefit from market best practices.
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Model reengineering and/or model… (see next)
Model reengineering and/or model that incorporate correlation, insurance sub-models and BEICF** can enable capital savings.
- Assistance in validation of Oprisk and Credit risk models
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Fresh insight to your model may highlight non-compliant features…
(see next)
Fresh insight insight to your model may highlight non-compliant features. By challenging your documentation and your oprisk quantitative team we can make your AMA and IRBA application packages even more compliant and efficient.
- We also provide external assistance for regulators / supervisors.
- Audit of the Oprisk management and measurement framework
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Basel II requires independent validation of OpRisk Management functions…
(see next)
Basel II requires independent validation of OpRisk Management functions. We can help you if your internal modeling resources are too scarce to split them into 2 groups for independence reasons. We can also support internal validation unit during all the validation process.
- Capital allocation, modulation and transfer
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The process for capital allocation to business lines…
(see next)
The process for capital allocation to business lines should reward their contribution to manage and reduce risks. We can help you to define such allocation criterion in your organization through our methodology.
- Operational Risk Securitization
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Capital charge is often closely linked to the estimation…
(see next)
Capital charge is often closely linked to the estimation of potential losses arising from extreme risks. Transferring your extreme risks through specific securitization techniques can be less expensive and more efficient to recover quickly.
* Former Senior Operational Risk Officer at the French Banking commission, member of the Basel Committee (AIG-OR) at the CEBS (Workstream V)
** Business Environment and Internal Control Factors
