Riskweise is a financial risk advisory practice that helps banks, NBFCs, fintechs and insurers across the six GCC central bank regimes build IFRS 9, ICAAP, stress testing and model governance frameworks. We work as partners, deliver fully-editable Excel-based models, and leave every methodology in your hands.
Precision in risk.
Clarity in complexity.
Three things define how we work. Every engagement reflects all three.
Engagements are scoped to outcomes, not hours. We embed alongside your risk and finance teams — co-developing methodology, transferring capability, and leaving the work better understood than we found it.
Our IFRS 9, ICAAP, and stress testing methodologies meet the technical depth and audit-readiness standards expected of major audit firms — without the black-box models, partner-rate change requests, or ongoing dependency.
Every model is delivered as an open Excel artefact with full methodology papers, parameter tables, and validation evidence. No locked formulas. No proprietary platforms. No licence fees. The IP belongs to you.
Each pillar stands alone. Together they form an integrated risk and governance capability that satisfies regulators, boards and external auditors.
PD, LGD & EAD modelling, staging logic, macroeconomic overlay and management overlay governance. Aligned with IFRS 9 and the staging expectations of every GCC central bank.
Learn morePillar II risk identification and quantification, capital adequacy methodology, governance, multi-year capital projections, SREP submission templates, and recovery plan integration.
Learn moreEnterprise-wide stress testing across credit, market, liquidity and operational risk. Scenario design, IRRBB, FX, equity shocks, top-depositor runs, reverse stress testing and Board reporting.
Learn moreConceptual soundness, data quality, assumption testing, benchmarking, backtesting and ongoing monitoring. Aligned with SR 11-7 and CBUAE MMS expectations.
Learn moreEnterprise model inventory and tiering, MRMF design, documentation framework, limit framework, governance committees, and full data lineage across the model lifecycle.
Learn moreCOSO 2013-aligned framework design, risk-control matrices, design and operating effectiveness testing, deficiency remediation and management attestation support.
Learn moreCo-sourced, outsourced or advisory engagements. Risk-based audit planning, model-specific audits, ICAAP and stress test audits, regulatory exam preparation and quality assurance reviews.
Learn moreBoard and committee frameworks, risk appetite, three-lines-of-defence implementation, governance gap assessments, Board training and Pillar III disclosure support.
Learn moreOperationalising central bank directives at bank level. Strategic alignment, execution tracking, IFRS 9 staging implications, and Board / regulatory reporting under resilience packages.
Learn moreEach engagement is calibrated to the specific supervisory expectations of the institution's home regulator — and, where relevant, the consolidated requirements of cross-border subsidiaries.
Pre-built, fully-editable Excel and Python tooling that compresses implementation timelines from months to weeks. Three engines, deployable standalone or as part of a broader engagement.
A fully automated IFRS 9 ECL computation engine for banks, NBFCs and fintechs. PD, LGD and EAD calibration, configurable SICR triggers, multi-scenario macro overlay, full audit trail.
See itBoard-ready enterprise stress model spanning credit, market, liquidity and operational risk across Minor, Moderate and Major severity levels. Centralised scenario calibration, automated capital impact summary.
See itStandalone SME borrower grading and ECL on a 10-grade rating scale, with Stage 1/2/3 segmentation, watch list, and full audit trail. Purpose-built for finance companies, NBFCs, SME-focused banks and fintechs where SME is the core book.
See itAnonymised by client confidentiality. Specific by methodology, scope and result.
The problem. A legacy ECL framework with limited segmentation, weak SICR triggers and inadequate audit trail — flagged in regulator dialogue.
The work. Full PD, LGD, EAD and ECL model rebuild across retail, corporate and investment portfolios. Macro overlay redesign with three-scenario probability weighting. Automation of staging, computation and reporting.
The problem. Pre-supervisory validation of full IFRS 9 model suite ahead of CBUAE thematic review, with explicit MMS-alignment requirement.
The work. Conceptual soundness review, data quality and representativeness assessment, challenger model development, sensitivity analysis, governance review aligned to SR 11-7 and CBUAE MMS.
The problem. Fragmented stress testing approach with no formal link between scenario assumptions, P&L impact and capital planning.
The work. Enterprise framework spanning credit, market, liquidity and operational risk. Scenario calibration to GCC macro variables. Direct integration with ICAAP capital projections and recovery planning.
We respond within one business day. No agency-style discovery process — straight to scope, fit, and what you actually need.
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