By establishing a bank risk management governance framework, setting risk appetite, implementing management strategies and limit controls for various risks, developing policy procedures, building management information systems and data quality controls, strengthening internal controls and audit mechanisms, improving risk management reporting and disclosure, and fostering a risk management culture, this solution fully complies with the increasingly stringent regulatory requirements from authorities such as the China Banking and Insurance Regulatory Commission (CBIRC) and addresses banks' urgent needs to enhance their risk management capabilities.
Not only meets compliance requirements under the Commercial Bank Capital Management Measures and Comprehensive Risk Management Guidelines, but also tangibly elevates banks' comprehensive risk management capabilities.
Fully addresses regulatory requirements across the First, Second, and Third Pillars. Offers a complete hierarchy of risk-weighted asset (RWA) measurement methods: implementation can follow the Standardized Approach for credit risk, Standardized Method for market risk, and Basic Indicator Approach for operational risk, or be upgraded using advanced measurement methods under the New Basel Accord. Focuses on enhancing core risk management systems for credit risk (Advanced Internal Ratings-Based Approach), operational risk, liquidity risk, and banking book interest rate risk.
Adopts an integrated "Consulting + IT" model. We independently deliver full-cycle services covering consulting, system development, and data management to ensure seamless implementation of advisory outcomes.