Credit & Financial Risk
Make credit and balance-sheet models more transparent and useful. We support institutions where model assumptions, financial reporting and regulatory scrutiny intersect. Independent challenge and traceable data are central to our approach.
How we help
IFRS 9 ECL model development and independent validation; PD, LGD and EAD; staging and significant increases in credit risk; default definitions; macroeconomic scenarios and overlays; back-testing; model governance; liquidity, market and counterparty analysis.
What you receive
Methodology documentation, data-quality findings, validation reports, sensitivity analysis, model limitations, remediation priorities and monitoring requirements.
Delivery safeguards
Development and independent validation roles are agreed at inception. R2ST IFRS 9 can support calculation governance and reporting, with integration and methodology requirements confirmed for the engagement.
Discuss your requirements
Tell us about your organisation and priorities.