Services
Four main types of engagements

Basinghall Analytics is a specialist risk management consultancy focusing on modelling, regulation, data and systems. Our consultants have decades of experience across these areas, and using our streamlined methodologies and proprietary tools they can deliver projects in up to 30% less time than the industry average. They regularly provide benchmarking to current industry standards and regulatory expectations.

    • Given our emphasis on quality and passion for risk management and analytics, we have used this experience to provide very focussed offerings which address some of the biggest challenges of the Risk, Finance and Treasury functions of Financial Institutions
    • We focus on 4 areas across all the risk stripes: full model lifecycle, stress testing, data and reporting and systems implementation
    • This represents the interconnected of the models to data, reporting, controls and systems implementation and allows us to view problems in an end to end perspective rather than from a restricted modelling focus only

Quant Advisory

    • We provide support across the entire model lifecycle – from development, validation, monitoring, implementation, approval, deployment, managing model risk and governance
    • Our credentials cover capital, impairment, stress testing, pricing and other models across risk stripes

Technical Assurance

    • Our offering to internal audit departments of financial institutions include review of the following: models, risk management methodologies, and implementation of complex regulation
    • We have a comprehensive but effective assurance methodology that aligns well to a firm’s internal audit process

Specialist Resources

    • Our staff augment specialist in-house teams as and when required
    • In addition to technical skills, our consultants also add value from a communication and stakeholder management perspective                                                          

Complex Delivery

    • Our senior team members have led complex regulatory programmes at leading financial institutions, eg IFRS 9, EBA’s new definition of default, stress testing, model governance, IRB waiver application, etc
    • Our project delivery methodology for regulatory change has repeatedly been used successfully

Specialisms
Four main domain areas

Models

    • Full lifecycle: develop, validate, implement, approve, deploy, monitor and govern
    • Credit risk: IRB, IFRS 9, stress testing
    • Trading book: FRTB, IBOR, IMM, IMA, algo trading
    • Treasury: ALM, liquidity
    • Operational risk: AMA for EC, cyber risk
    • RRP: funding in resolution
    • Scenario expansion: traditional, climate, Covid19

 

Data

    • Scope: from the point data enters the institution to the point it is reported to senior management and regulator
    • Regulation: BCBS 239, FRTB, COREP, FINREP, PRA 110, IRB, STDF, IFRS 9, RWA assurance
    • Topics covered: metadata, data governance frameworks, definition of data quality standards, data lineage, CDO mandate and operating model, risk and finance data alignment, visual analytics

Regulation

    • Models: EBA GL and RTS, BoE waiver, SR 11/7, ECB, BIS 
    • Capital and stress testing: BoE, EBA, ICAAP, CCAR/DFAST, FRTB, COREP, FINREP, PRA 110 
    • Liquidity: stress testing, ILAAP, LCR, NSFR 
    • Recovery and Resolution Planning: recovery stress tests, resolution scenarios, funding in resolution, reverse stress tests 
    • Other: climate, Covid-19, IBOR, definition of default

Systems

    • Scope: proprietary software, 3rd party risk, treasury and front-office systems, extension of client’s software
    • Topics covered: IFRS 9, FRTB, IRB, front-office pricing, ALM, liquidity reporting, stress testing
    • Languages: Python, R, Java, SAS, Matlab
    • Delivery: in partnership with specialist on-shore and near-shore teams

Target Market

    • Our target market is UK & Ireland, Nordics and Central Europe
    • Our target clients coverage includes banks, building societies and asset/wealth managers and Insurers. We also solve risk and modelling related issues of Corporates and Fintechs
    • We have also worked with regulators and supra-nationals across Europe
    • Our stakeholders include CROs, CFOs, Treasurers, CDOs, COOs & their direct reports

Partners
Part of a specialist ecosystem