Banks

Banks are exposed to a variety of complex risks. Actuaries hold skills that are well suited to meet many of the challenges facing banks. Our experience in risk management puts us in the unique position to support in assessing, monitoring and mitigating risk and implementing adequate controls. We are able to quantify the risk through developing updating and maintaining statistical and financial models. Increased regulation surrounding the Banking sector requires the use of sophisticated models which further require actuarial input.

Asset Liability Management (ALM)
Credit Risk Modeling
Product Development

Asset Liability Management (ALM)

Ensuring there is sufficient asset cash flow to match liability cash outflows in the short and long term

  • Monitoring and measuring market risk
  • Stress testing short/ long term liquidity risk
  • Liability driven asset allocations to manage risk exposure
  • Develop modeling tools to supplement existing modeling to assist in ALM reporting

Credit Risk Modeling

Meeting regulatory requirements under IFRS 9 and Basel III

  • Expected credit loss modeling under IFRS 9
  • Capital adequacy requirements under Basel III

Product Development

Evaluating risk, probability, profitability and performance of products coupling investment with mortality

  • Pricing, development and valuation of insurance related products
  • Bancassurance partnerships
  • Valuation of exclusive partnerships
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