Russia

Financial Risk Management 

Effective risk management has recently come to the forefront in business across the globe, and it is now clear that during times of market instability, financial institutions need to have an effective risk management system in place to protect, grow and add value to their business. In Russia, KPMG consultants use their extensive international experience and in-depth knowledge of the Russian market to meet the challenges of building and optimizing processes to manage financial risks.

Contacts

Contacts

Christian Heichele

Partner,

Head of Financial Risk Management

+7 495 937 44 77

KPMG in Russia and the CIS has a team of dedicated risk management professionals that can offer recent industry experience, including in Europe and the US, cutting-edge technical skills, in-depth local market knowledge, and regulatory insight to help companies mitigate financial risk.

 

KPMG offers services in risk identification, independent risk assessment and risk management that are tailored to the specific needs of each client.  Our services include:

 

  • Risk management solutions for banks, insurances, corporate treasuries, and other players in the financial markets
  • Design of risk strategy, methodology, governance, processes, and reporting across all risk types
  • Development and validation of state-of-the-art models for credit risk (PD, LGD, EAD, CVaR), market risk, operational risk, liquidity risk etc.
  • Regulatory services for banks, e.g. Basel II, III gap analyses, implementation
  • Recovery and resolution planning
  • Credit portfolio analytics and Active Credit Portfolio Management solutions
  • Implementation/review of Economic Capital Frameworks (risk measurement/ aggregation, risk-adjusted pricing, risk-adjusted performance measurement, capital allocation, RAROC)
  • Impairment modeling, hedge-accounting, financial instruments valuations
  • Treasury reviews; implementation of Fund Transfer Pricing Frameworks
  • Benchmarking and trainings