Financial institutions face the challenge not only of identifying risks, but also of precisely quantifying their impact and managing them proactively. Increasing regulatory requirements, volatile markets, new business models and the growing availability of data call for sound analyses and robust models. Decisions must be made in a way that is traceable, transparent and data-driven.

This is precisely where our Quantitative Risk Services come in. We support global financial institutions and regulatory authorities in making risks measurable and in strengthening their ability to manage them in the long term. From the development and validation of quantitative models, through stress testing and scenario analysis, to compliance with regulatory requirements, we lay the foundations for sound business decisions, efficient capital management and long-term resilience.

Our experts work closely with the largest quantitative risk management team within the Grant Thornton network, based in Ireland.  

Our network provides direct access to a continually expanding pool of quantitative experts across direct Joint Ventures in Spain, Cyprus, and Central Europe as well as access to the wider network in key financial centres such as London, Frankfurt, and New York.

Grant Thornton works with Europe's largest financial institutions and regulatory bodies providing innovative and bespoke model development, model validation, complex analytics, and valuations services. Grant Thornton is a leading provider in delivering regulatory approved IRB (Internal Ratings Based), IFRS9 and stress testing models. We have a dedicated Climate & Environmental (C&E) modelling team that delivers C&E risk measurement capabilities to our clients via data enrichment, financial impact modelling and climate scenario analysis.

Our expertise also extends to other financial (market, interest rate, liquidity) and non-financial (operational) risks.

Our services

Our team of specialists has extensive experience in developing industry-leading financial and regulatory models:

  • In-depth insights into regulatory requirements, industry best practice and innovative model development methodologies.

  • Toolkits to accelerate all stages of the model development – from data preparation to model build, testing and documentation – allowing clients to focus less on execution and more on delivering insights.

  • Extensive experience in the development and delivery experience in models such as IRB, IFRS9, Stress Testing, Economic Capital and Loan Loss Forecasting.

Our team has extensive experience in designing, delivering and implementing frameworks to ensure the reliability of risk models for numerous global banking clients. Our services include:

  • Independent model validation

  • Model assurance reviews

  • Frameworks and libraries for model risk management

  • Approaches to measuring model risks

Our knowledge of industry best practices in the use of analytics allows us to design bespoke solutions that use quantitative methods to support our client’s strategic objectives.

  • We are experts in translating large, complex data into tangible, value-adding insights for clients.

  • We perform tailor-made gap assessments and deliver multi-year capability enhancement roadmaps for your forecasting frameworks and processes.

  • Our team can enhance and automate your financial planning, recovery and resolution planning (RRP) capabilities, to support strategic planning and portfolio optimisation.

Our team combines expert market knowledge with quantitative modelling methods to provide our clients with transparent and robust complex security valuations. We specialise in a wide range of instruments, including but not limited to the below;

  • Fixed Income products;

  • Equity securities, including preference shares and warrants;

  • Derivatives;

  • Hybrid structures, including convertible debt, CLOs, CLNs, asset backed products.

Our team in Ireland is a global leader within the Grant Thornton network for providing SME support in key audit and regulatory engagements.

  • We provide assessments of IFRS9 models and provisions for External Audit engagements.

  • Our team provide SME support to Internal Audit functions in key areas of risk management.

We support our clients to integrate Climate & Environmental (C&E) risk measurement capabilities into their existing risk management frameworks.

  • We can deliver C&E data remediation and enrichment to support wider C&E strategic programmes such as disclosures, green products and C&E risk management.

  • Our team are market leaders in developing C&E stress testing and scenario analysis models and capabilities.

  • We can help integrate C&E into strategic decision making and portfolio management.

Working in collaboration with our team in Ireland, our experts bring a wide range of experience to the table, as many have previously held senior positions at regulatory authorities, major banking groups, and audit and consultancy firms. This in-depth industry knowledge forms the basis for delivering first-class services to our clients. 

Dr. Fabian Schmid
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Dr. Fabian Schmid

Partner – Regulatory & Compliance Financial Services

Contact Fabian Schmid Learn more about Fabian Schmid
Partner – Regulatory & Compliance Financial Services
Fabian Schmid
+41 43 960 72 50