Quantitative finance services
With growing market volatility, it’s become essential for institutions to enhance their modeling frameworks to ensure their robustness in managing all the risks they’re exposed to.
Mazars’ quantitative team has been supporting a wide range of banking institutions in implementing tailored, precise and compliant solutions. Assisting our clients over the years has allowed us to build a relevant, tried-and-tested approach to help create an efficient risk assessment and management system.
How we can help
With the ever-changing and growing complexity of the risk landscape, it’s now more important than ever for institutions of all sizes to obtain the best possible advice while operationalizing the three-lines-of-defense model.
Our experience and tailored approach helps banks identify and mitigate key risks, determine a strategic road map for risk management and make informed business decisions to support business growth.
Mazars’ quantitative team can help in the following key areas:
- Credit and counterparty risk
- Liquidity risk
- Market risk
- Operational risk
- IFRS 9/CECL
- Risk data
- Risk management and risk appetite framework
- Quantitative evaluation and risk modeling
- Stress testing
- Development of risk policies and procedures
Work with us
