The recent failures of both Silicon Valley Bank and Signature Bank triggered a need for enhanced corporate governance in the banking industry. Subsequent to the closure of these two financial institutions, there has been proposed changes in the capital requirements for mid-size and complex banks, as well as, supervisory guidance regarding the formalization of corporate governance and risk management practices for commercial banks greater than $10 Billion in assets. As a commercial banking leader its critical to identify your financial institution’s major risk exposures and then develop formal risk mitigation strategies to curtail these identified risks. Just as important, is the ability for you to communicate the quality of your bank’s corporate governance strategies with external stakeholders, such as your primary regulator and shareholders of your bank. Θ Radian Quantitative Strategies Enterprise Risk Management platform was designed to enable your corporate governance practices in this regard. From Θ RQS Enterprise Risk Management platform you will receive the following benefits: 1. A centralized risk management framework that enables your bank’s executive management team to quantify your bank’s risk exposures to capital on a continual basis, and proactively administer and document these identified risk exposures to your bank’s risk committee; 2. ERM program deliverables from Θ RQS needed to enhance the financial performance of your bank through effective service pricing and reduced overhead costs from increased operational synergies; 3. Enhanced investor relationship governance to curtail adverse market reactions regarding the valuation of your bank’s share price that could stem from investors not being apprised of your bank’s ERM governance activities; 4. The use of a Regional Peer Bank Index to effectively benchmark your bank’s Credit, Market and Operational risk exposures to a peer group of banks that have a similar business model as your bank; 5. Formal capital planning processes inclusive of both economic capital stress testing and loan loss reserve quantification; and 6. A formal analytical process for model validation, so that your bank’s financial models can be empirically validated and bench-marked against Θ RQS model outcome analysis. Below is an outcome deliverable from Θ RQS Enterprise Risk Management Platform. The banks depicted in these ERM Model Outcome Analysis are Mid-Size and Complex banks whose asset size range from $100 Billion to $250 Billion. For a Product Demonstration, contact Radian QS at either of the following: Phone: 214-415-6186 Email: antonio.gibson@radianqs.com
Radian Quantitative Strategies, Inc
Banking
Dallas, TX 35 followers
CECL, IFRS9, Loan Portfolio Stress Testing, Bank Enterprise Risk Management
About us
The core financial and service benefits you receive from RQS service solutions is first the effective compliance with industrial requirements you now face, while secondly achieving your organization's strategic objectives for earnings and asset growth. As you review, our solutions for both CECL and ERM Governance, which are highlighted below; bear in mind the process re-engineering implications of regulatory capital risk-based requirements, in concert with, impending CECL requirements. Also, for model validation purposes, our CECL deployment methodology starts at the loan instrument level, then aggregates assigned CECL reserve balances up to the loan pool level: 1. Our custom CECL solution starts with an origination application that allows for our loan pricing model to establish each borrower’s CECL reserve balance based on their inherent credit risk profile; and the expected life of the lending contract. 2. Our servicing platform monitors the sufficiency of CECL reserve balances throughout the expected life of the borrower’s loan contact; and facilitates the release of CECL reserve balances back into the ACL as the borrower performs on their loan contract according to its forecasted expected life. 3. Account level probability of default (PD) models, as well as, portfolio level expected life, and qualitative factors models support the servicing platform. The outputs from these servicing models are integrated into our DCF model, to establish your financial institution’s CECL reserve requirement at a loan pool level. 4. The primary responsibility of the board’s risk or supervisory committee is the creation of a risk management charter to govern the risk profile of the institution. RQS's ERM Governance platform includes the Key Risk Indicators (KRIs) needed to to facilitate the monitoring of your financial institution’s risk tolerance thresholds pursuant to its risk appetite statements.
- Website
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http://radianqs.com
External link for Radian Quantitative Strategies, Inc
- Industry
- Banking
- Company size
- 11-50 employees
- Headquarters
- Dallas, TX
- Founded
- 2014
- Specialties
- CECL,ERM, Stress Testing, Loan Review, Mergers and Acquisitions
Updates
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Θ RQS Enterprise Risk Management platform is designed to allow your bank to proactively manage its market value of equity capital, along with its solvency risk profile. While providing your bank’s management team an effective framework to execute compliance with FASB 157 fair value accounting provisions, in order to provide disclosures to the bank’s shareholders and large depositors, as to how your bank determines the fair value of its asset and liability classes, as well as, how management benchmarks the bank’s market value of equity. During the February 15th webinar we will present our ERM solution and how it integrates into your bank's Risk Management infrastructure.
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Included in this post is an model outcome analysis from Θ Radian Quantitative Strategies CECL platform. The model outcome analysis is presented in terms of Θ Radian Quantitative Strategies CECL Compliance Roadmap. Our CECL Compliance Roadmap is designed to confirm your financial institution’s compliance with the requirements of the CECL standard, based on the Probability of Default Methodology that Θ Radian Quantitative Strategies CECL platform deploys for ACL administration. The contents of the attached model governance document pinpoints how your financial institution’s key risk indicators (KRI) regarding CECL Administration aligns with the accounting requirements contained in ASC 326-20 and 30. The banks displayed in the attached CECL Compliance Roadmap are between $100 Billion to $250 Billion in total assets. For a product demonstration, email antonio.gibson@radianqs.com or phone (214)-415-6186
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The contents of Θ Radian Quantitative Strategies Enterprise Risk Management platform are discussed in the following LinkedIn post: https://lnkd.in/eT8KM3pP Included in Θ Radian Quantitative Strategies Enterprise Risk Management platform, is an application for economic capital stress testing to enhance your financial institution’s capital planning processes. Enclosed in this post is an illustration of Θ Radian Quantitative Strategies, economic capital stressing testing application. For questions or a product demonstration, email: antonio.gibson@radianqs.com; Phone: (214)-415-6186