Risk and Compliance

Epsilon’s governance, risk and compliance services help clients tackle the broad issues of corporate governance, enterprise risk management, and effective corporate compliance, while offering specialized assistance in key areas such as AML and regulatory compliance, Due Diligence, risk management and fraud risk management. We can help organizations identify, remediate, monitor, exploit and manage enterprise risks in addition to coordinating the utilization of people, process and technology to improve governance, risk and compliance effectiveness and help manage costs.

At Epsilon Global Consulting, we encourage our clients to embrace a broader perspective of risk, keeping in view their strategic goals, vision, opportunities, objective, change management and internal controls so that it encompasses the broader business risks. Focusing on business risks from a broader perspective provides better insights into risk and its ramifications. Better insights should lead to better risk management, enhanced results, and fewer surprises, thereby enabling the organization to stay ahead of the curve.

Credit Risk

  • PB & RAROC Modeling
  • Stress Testing Framework
  • Model Validation
  • IRB Gap Assessment
  • Managing concentration risk
  • Retail lending scorecard validation

Market & Operational Risk

  • Model development and Validation
  • Internal Models Approach
  • Risk and controls assessment
  • Loss data collection


  • ICAAP Audit and Risk Assessment
  • ICAAP Policy and Framework development and implementation
  • Comprehensive capital assessment

Asset Liability Management & Liquidity Risk

  • Value at risk (VaR) and Earnings at risk (EaR)
  • Liquidity gaps and Liquidity contingency scorecards
  • VaR – Historical and Monte carlo
  • Interest rate gaps – EaR
  • Liquidity – gaps, LCR & NCFR


  • Impact Analysis, Implementation Strategy & Roadmap
  • Harmonizing Liquidity Standards
  • Countering Pro-Cyclicality
  • Back Stop Measure Leverage Ratio
  • Enhancing Risk Coverage
  • Raising Quality of Capital Base
  • Conduct Gap Analysis
  • Map in accordance to the Regulatory and International Best Practices

Economic Capital Modeling

  • Economic Capital Framework
  • RORAC Framework