Banking & Financial Consulting

Internal Ratings Based (IRB) Approach

The ability to demonstrate embedded advanced risk management practices and estimate capital requirements on an IRB basis has become an essential part of demonstrating solvency and sustainability. Our team of experts cover all aspects of IRB delivery, from end-to-end project design and execution to engagement with regulators.

What we offer

Regulatory understanding and Insights

Our highly experienced team of IRB specialists are able to interpret and provide guidance across all relevant regulations, including the forthcoming Basel 3.1.

IRB applications (Article 143)

Both as practitioners in the industry and as a team of consultants, we have accumulated vast experience in designing, managing and supporting successful end-to-end IRB application processes.

Governance and risk management frameworks

Using knowledge of IRB and the ‘Three Lines of Defence’ approach to risk management, we design and develop compliant frameworks that are appropriate for individual clients. Our aim is to ensure robust risk management is in place across multiple risk types.

Experience and senior management education

With years of accumulated knowledge, we can help firms on their IRB journey as they adapt organisational structure and processes, developing advanced approaches and embedding them into everyday use. Training and education go hand-in-hand with this evolution.

Model development and monitoring frameworks

In addition to producing compliant modelling / monitoring frameworks, we deliver bespoke IRB models tailored to your individual requirements, being both compliant and representative of your portfolios. We also provide model monitoring solutions (LUMOS) to facilitate advanced model risk management.

Detailed documentation & model validations

We provide thorough, concise documentation of methodology, results, limitations, and future recommendations. Everything is suitable for submission to the regulators and produced in line with firm-specific internal model development frameworks. We have also performed multiple validations and annual attestations across IRB models.

Why choose 4most?

250+ consultants

Each with our own specialisms, experience, and insights. When you work with one of us, you work with all of us.

Trusted 100%

Our track record speaks for itself. In our most recent Client Satisfaction Survey, every single one of our clients recommended us.

Tailored to you

We take the time to understand your unique challenges so that we can deliver bespoke solutions that truly make a difference.

True specialists

There’s experts, and then there’s specialists. We live and breathe risk analytics consulting every day, which means we stay in tune with the latest trends.