Credit, Market and Liquidity Risk

Banks, insurance companies, asset managers, corporate and public clients face a broad ranging financial risks. Our Financial risk management team helps identify, assess, manage, report and limit the risks they face.

Global concerns about financial risk have been increasing in the light of growing volatility and uncertainty in global financial markets. In this climate, enterprises of all kinds and sizes want robust financial risk management frameworks that satisfy compliance demands, contribute to better decision making, enhance performance and help maintain the enterprise’s good reputation. KPMG’s Financial Risk Management professionals work with financial institutions and other corporate and public clients to attain these objectives.

Credit risk, liquidity risk, the risks of issuing or dealing in financial instruments and the risks inherent in treasury operations are some of the financial issues that are a concern for businesses. The challenge is compounded by an increasingly demanding and complex regulatory environment.
 

How we can help
The professionals in KPMG’s Financial Risk Management team can assist in the following:
 

Market risk

• Valuations and validations 
• Market risk measurement and analytics
• Counterparty credit risk
   

Credit risk

• Credit reviews and process reengineering 
• Credit stress testing
• Compliance with regulatory and statutory requirements such as the RBNZ prudential standards and, accounting standards. This includes Basel related capital requirements and impairment requirements under NZ IFRS 9

Liquidity risk

• Liquidity management policy
• Liquidity limit setting
• Contingency funding plan
• Liquidity reporting
• Liquidity stress testing