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      Our Financial Risk Management (FRM) practice provides a comprehensive suite of services, including:

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      Assessment and development of risk strategies, frameworks, and policies

      Tailored to the institution’s overall risk appetite and regulatory landscape.

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      Support in Credit Risk and IFRS 9

      Including the design and implementation of customized rating and scoring models, as well as the development and validation of Expected Credit Loss (ECL) models covering Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Forward-Looking Information (FLI).

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      Evaluation of compliance with regulatory requirements

      Including those set by the National Bank of Georgia (NBG), Basel framework, and IFRS standards.

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      Assessment and enhancement of Asset and Liability Management (ALM), Funds Transfer Pricing (FTP), and Liquidity Risk methodologies and models

      With support for ILAAP-related regulatory requirements.

       

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      Design and enhancement of the Interest Rate Risk in the Banking Book (IRRBB) framework

      Ensuring alignment with regulatory expectations and internal risk governance.

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      Support in capital planning and Pillar II processes

      Including ICAAP preparation, development of scorecards for strategic and reputational risks, and stress testing frameworks.

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      Assessment and development of RAROC (Risk-Adjusted Return on Capital) and risk-based pricing methodologies

      To support risk-informed decision-making.

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      Assessment and integration of Environmental, Social, and Governance (ESG) risks into risk management frameworks

      Including the development of methodologies to support regulatory and strategic ESG objectives.

      Contact us

      Ketevan Pirveli

      Senior Manager, Financial Risk Management

      KPMG in Georgia