Banking Risk Management — Jonas Osman Abdelfour
Credit, capital, market, liquidity, operational and conduct risk analysis aligned to supervisory expectations.
Banks manage risk across a broad and interconnected set of exposures. Work in this area focuses on how credit, capital, liquidity, market and operational risks are measured, aggregated and governed — and how those measures feed into ICAAP, ILAAP, recovery planning and board oversight.
What this work covers
A representative — not exhaustive — set of areas addressed in engagements of this type.
- Credit risk framework
- Impairment / IFRS 9 governance
- Capital adequacy and ICAAP
- Liquidity risk and ILAAP
- Interest-rate risk in the banking book
- Market risk oversight
- Operational risk management
- Operational resilience
- Conduct risk
- Recovery and resolution
- Stress testing programmes
- Risk data aggregation (BCBS 239)
How it operates in practice
Engagements target the seams: how credit models, capital planning and stress testing connect; how liquidity risk feeds funding decisions; how operational risk feeds resilience testing; and how all of it lands in executive and board committee reporting.
Related insights
All insights →- Banking RiskCRO priorities for banks: capital, liquidity, conduct and operational resilience
How a bank Chief Risk Officer should sequence capital, liquidity, conduct and operational resilience priorities across a single, coherent risk agenda.
- Banking RiskBanking risk governance: how boards, CROs and ALCO should divide accountability
A durable division of accountability between the board risk committee, the Chief Risk Officer, ALCO and executive risk committees in banks.
- Banking RiskICAAP governance and capital adequacy decision-making
How to run an ICAAP that supports genuine capital decisions rather than producing an annual document nobody uses.
- Banking RiskILAAP governance, liquidity risk appetite and contingency funding
Designing an ILAAP that ties liquidity risk appetite to concrete limits, funding decisions and a credible contingency funding plan.