Financial and risk consulting

We support the incorporation of prudential, recovery and resolution regulations for credit institutions or financial reporting (IFRS), adding value and adapting to each institution, not merely compliance, for both the banking and insurance sectors, as well as adaptation to supervisory practices, including corporate governance, suitability, authorisations and licences, and management of relations with supervisors.

Aimed at identifying, evaluating and proposing positive financial impacts on value creation in areas such as margin and commission optimisation or provision adequacy; identifying potential sources of value, modelling customer behaviour or customer lifetime value through lifetime value models; strengthening financial, non-financial and cross-cutting risk control and management activities (and the structure of the three lines of defence); improving budgeting and planning processes; adapting and enhancing internal or supervisory stress tests; developing different management models (interest rate setting, analytical accounting or cost allocation); and optimising processes through automation or robotisation. All of this is done by applying financial or econometric methods, supported by both traditional methodologies and the use of artificial intelligence.

We also have two digital solutions, Afi MIS and Sinapsis. Tools for valuing complex instruments and measuring market risk.

See more details about Digital Solutions

We build, validate and audit models for credit risk management, both for estimating parameters for capital models (exposure, probability of default or severity) and for provision models or rating and scoring models applicable to both banking and insurance, ensuring their prudential, management and technological soundness. We also develop biometric models for estimating the probability of default in scenarios where formal information is not available.

We provide consulting services on the control and management of structural balance sheet risks (interest rate and liquidity), facilitating the collection and interpretation of regulatory and management information. We build, validate and audit customer behavioural models for structural balance sheet risks, ensuring their prudential, managerial and technological soundness.

We advise on the Insurance Distribution Directive (IDD), PRIIP, KID and IORP II Directive, ensuring regulatory compliance and optimisation of insurance-based investment products.

We provide support in identifying, measuring and assessing climate and environmental risks associated with both physical risks and transition risks. We also support the banking and insurance sectors in adapting their credit risk management processes and risk appetite frameworks to the management of these climate and environmental risks. We also assist in defining and executing sustainability strategies, managing and integrating ESG risks into business models, regulatory reporting requirements, environmental taxonomy, transition plans and ESG business development.

We facilitate corporate transactions, primarily mergers and acquisitions, purchases of significant shareholdings, and sales of performing and non-performing asset portfolios or foreclosed assets, coordinating and working on financial, due diligence, economic and valuation aspects, as well as commercial and legal aspects. We also coordinate and work on integration processes to ensure that the economies and synergies of the integration operations are achieved.

We also carry out valuations of banks and insurance companies, portfolios and liabilities outside of corporate transactions, applying methods to estimate their fair value or the stability of goodwill, both analogically and by multiples or discounted cash flows, offering a comprehensive analysis and value for strategic decision-making.