Credit Risk Assessment and Research

Organizations face increasing challenges in managing counterparty risk due to limited data availability, resource constraints, and evolving market conditions. Our Credit Risk Assessment Services help clients build a comprehensive, data-driven framework for evaluating, monitoring, and managing credit exposures across their portfolios.

Leveraging access to over 400 million global company records, including financial statements, payment behaviour data, firmographics, legal events, and market signals, we provide end-to-end support across the credit lifecycle. Services include credit due diligence, counterparty risk assessment, credit scoring, probability of default (PD) analysis, credit limit recommendations, portfolio surveillance, and risk reporting.

Our approach combines advanced analytics with proven credit methodologies to deliver consistent and transparent risk assessments for both public and private entities. Using predictive models trained on extensive credit and default data, we help clients quantify risk, benchmark counterparties against peers, and establish risk-based credit policies.

Transfer Pricing

We provide comprehensive transfer pricing benchmarking solutions to support compliance with OECD guidelines and local transfer pricing regulations. Leveraging a global database of more than 50 million private companies, we deliver robust and defensible benchmarking analyses for a wide range of intercompany transactions.

Financial Arrangements

Our end-to-end support for financial transactions includes:

• Credit risk assessment and proxy credit rating analysis for borrowing entities.
• Interest rate benchmarking using comparable uncontrolled price (CUP) and cost-based methodologies.
• Debt capacity analysis to evaluate the borrower’s ability to service intragroup debt.
• Flexible reporting tailored to client and regulatory requirements.

Goods and Services Benchmarking

We conduct TNMM and comparable company analyses using advanced quantitative and qualitative screening criteria, including:

• Geographic, industry, and company-specific filters.
• Revenue, profitability, and other financial thresholds.
• Profit level indicators such as gross margin, EBITDA margin, EBIT margin, and net margin.
• Exclusion of related-party companies through ownership structure analysis.
• Business descriptions and qualitative company information to enhance comparability.

Connected Persons and Compensation Benchmarking

We support benchmarking studies involving compensation arrangements with related parties, including cash-based and equity-based remuneration for senior executives and key professionals. Our analyses incorporate:

• Industry, geography, and company size criteria.
• Executive job functions and management roles.
• Educational background and professional qualifications.
• Various forms of compensation, including equity incentives and non-equity rewards.

By combining extensive market data, advanced screening capabilities, and practical transfer pricing expertise, we help organizations develop reliable and well-documented benchmark studies for a broad range of related-party transactions.

Risk Reporting

We provide end-to-end IFRS 9 consulting and risk reporting solutions covering the full Expected Credit Loss (ECL) framework, from methodology design and model development to implementation and regulatory reporting. Our expertise spans IFRS 9 staging assessment, Probability of Default (PD), Loss Given Default (LGD), Credit Conversion Factor (CCF), macroeconomic overlays, and individual provisioning methodologies.

Our approach combines industry-leading practices, regulatory expectations, and audit-aligned methodologies to deliver robust and transparent impairment calculations. We support the development and validation of risk parameters, portfolio-level provisioning engines, and scenario-based forecasting models, ensuring consistency across risk management, finance, and regulatory reporting functions.

Through advanced risk reporting and provisioning calculators, we enable our clients to automate ECL calculations, enhance reporting accuracy, strengthen governance, and improve decision-making through clear, actionable risk insights.

Risk Management Consulting

Organizations increasingly face complex and evolving risk landscapes driven by regulatory pressure, data limitations, and the need for faster, more integrated decision-making. Our Risk Management Consulting services help clients design, implement, and validate robust risk frameworks that support sustainable growth, regulatory compliance, and effective risk oversight across business lines.

We provide end-to-end support in the development and enhancement of risk methodologies, models, and infrastructure. This includes Expected Credit Loss (ECL) frameworks aligned with IFRS 9 requirements, covering methodology design, model development (PD, LGD, EAD), scenario modeling, and calculation engines. We ensure that models are both technically sound and fully integrated into business processes and reporting cycles.

Our services also cover the design and implementation of advanced risk engines and scoring/rating models across retail, SME, corporate, and project finance portfolios. Leveraging best-in-class analytical techniques and industry benchmarks, we help clients establish risk-based decisioning, optimize underwriting processes, and enhance portfolio performance. We support the full model lifecycle—from initial development and calibration to independent validation, back-testing, and ongoing performance monitoring.

In addition, we assist clients in building and deploying transactional and credit anti-fraud solutions. These include real-time detection engines, behavioral analytics, and machine learning models designed to identify suspicious patterns, prevent fraud losses, and improve operational efficiency. Our approach ensures that fraud risk management is seamlessly embedded into credit processes and customer journeys.

By combining deep domain expertise, advanced analytics, and practical implementation experience, we enable organizations to strengthen their risk management capabilities, improve transparency and governance, and create scalable, future-ready risk infrastructures.