ECL Rating and Pricing tool Validation
ECL Rating and Pricing tool Validation Overview A project that can only be described as a demanding quantitative project that required ingenious approaches; a South African-based Developmental funding institution tasked Aspect Advisory with validating its existing risk-based pricing tool and expected credit loss (ECL) rating tool and methodologies as deployed within the risk management framework; […]
Regulatory handbook review
Regulatory handbook review Overview In this very informative project, Aspect Advisory was tasked with reviewing a multi-national corporate bank’s regulatory framework aimed at informing its line managers on the bank’s code of conduct, latest governance trends in anti-money laundering, sanctions and anti-bribery and anti-corruption. The bank had complete compliance handbooks that needed Aspect Advisory’s assurance […]
Climate Related Financial Disclosures and Stress Testing
Case Study Climate Related Financial Disclosures and Stress Testing Overview A large bank wanted to further develop the quality and maturity of their climate-related disclosures in accordance with TCFD recommendations. Aspect Advisory’s overall objective was to support the Bank with the review and analysis of their strategy for climate action and propose further development in […]