The financial services world is characterised by increasing complexity whether that is in terms of investment products, credit offerings or regulatory capital requirements.
Financial institutions are critically dependent on accurate modelling and measurement of that risk.
Grant Thornton’s team of highly qualified quantitative risk analysts is the largest in Ireland and provides support to financial institutions across the full spectrum of risk measurement and modelling strategies. This includes model development, validation, and support for internal audit and third line risk issues.
Our capability spans the entire financial services sector and we help clients to deploy and validate regulatory capital, assist with IRB and IFRS 9 modelling, stress testing and bank risk modelling.
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Clients come to Grant Thornton for our unrivalled mix of experience combined with in-depth subject matter expertise. Our experience across the financial services, professional, regulatory sectors offer us unique market perspectives which enable us to build risk models precisely tailored to client needs.
Our team members bring a wide range of experience with many of them having backgrounds in banking, investment markets, regulation, professional practice, and academia. That mix ensures that we can take a full 360 degree view of the issues faced by clients when developing solutions.
It also means we have the expertise required to deal with new asset and fund types as they emerge and assist clients deal with new regulatory requirements.
See our FSA publications.