Quantitative Services
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Quantitative Services

The effective management of risk, capital adequacy, and regulatory compliance has become increasingly dependent upon input and decisions informed by quantitative models.

 

It is impossible to successfully manage risk without a sophisticated array of quantitative tools. In the face of rising supervisory expectations and global market volatility, firms need a partner with cutting-edge technical skills and deep knowledge of risk management and regulation.

Promontory helps boards of directors, senior executives, and compliance departments face these challenges head-on. We customize our solutions for each client’s unique risk profile, looking at factors such as balance-sheet composition, exposure to financial products, and geographical footprint. We combine the strength of Promontory’s quantitative services with our world-class strategic and qualitative advice.

Key areas of focus include:

The Promontory Difference

Significant Experience

We combine the expertise of former senior regulatory officials, seasoned financial services executives, and published academics to formulate quantitative risk management solutions. Many professionals on our quantitative team have been instrumental in developing or implementing the regulations currently facing our clients. We understand quantitative risk management from regulatory and operational perspectives, are acutely aware of the sensitivities associated with proper model usage, and perform all of our model development and validation in accordance with robust internal governance processes.

An Expert-Led Approach

In a typical Promontory engagement, our most senior quantitative experts are on the ground doing the work. Their hands-on involvement ensures that efforts are focused on the most pressing client issues. When Promontory assembles a team for a quantitative engagement, we provide our clients with unmatched skills, expertise, and focus. We carefully combine the strengths of our team members to meet the specific needs of each client project.

Knowledge Transfer

Our clients must ultimately understand all of Promontory’s work. We are deeply committed to providing transparency to ensure that our work is appropriately vetted and understood by business owners and their staff. We highlight the practical implications of our work and assign the appropriate degree of materiality to any identified issues. Promontory relies on clear and accurate communication to both skilled specialists and nontechnical staff, so that clients can implement the results of our models, defend the effectiveness of our challenge, and embrace the materiality of our recommendations.

Comprehensive Expertise

Promontory’s quantitative services practice features a deep bench of subject-matter experts that draws upon regulatory, industry, and leading academic experience to provide our clients with best-in-class results. Our team includes former regulators and economists from the Office of the Comptroller of the Currency, Federal Reserve Board, and Federal Reserve banks of New York, San Francisco, and Chicago. The practice also features former university faculty, as well as professionals who have joined Promontory from some of the industry’s preeminent banks, payment providers, and other financial institutions.

Engagement Case Studies

Click here to download a PDF featuring selected case studies of quantitative services engagements.

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