Risk Appetite Framework Review, Design & Assessment
Independent Third party Risk Review Services
We provide end-to-end advisory and independent reviews of your risk frameworks to meet regulatory expectations and industry best practices:
Liquidity & Market Risk Framework Review
- Comprehensive assessment of Liquidity Risk, Market Risk, IRRBB, CVA/XVA, and Treasury Risk
- Review of stress testing methodologies and Contingency Funding Plans (CFP)
- Evaluation of governance, risk limits, and MIS effectiveness
Risk Appetite Framework & Design
- Design and documentation of the Risk Appetite Framework for liquidity and market risk
- Alignment with ICAAP and capital planning processes
- Integration of qualitative and quantitative risk tolerance thresholds
Contingency Funding Planning & Stress Testing
- Development of CFP policy, governance (LCMT Charter), and activation protocols
- Internal and external communication strategies
- Emergency liquidity reporting and early warning indicators
- Stress test scenario design, liquidity coverage planning, and trigger calibration
Treasury, ALM & Funds Transfer Pricing (FTP)
Scryer OAK Advisors offers expert-driven solutions to optimize balance sheet performance and regulatory alignment. Our services include:
Advanced ALM Strategy - Structuring asset-liability strategies aligned with interest rate outlook, regulatory expectations, and business objectives.
HQLA & Liquidity Buffer Management - Optimization of High-Quality Liquid Assets in line with LCR/NSFR and stress-testing scenarios.
Intraday Liquidity & Cash Pooling – Assessment of payment flow profiles and design of centralized liquidity management strategies across entities and currencies.
FX & Derivative Risk Management – Advisory on hedging strategies, pricing models, and overlay programs to manage currency and interest rate exposures.
Investment Portfolio Strategy – Design and review of banking and FVOCI book structures, trading strategies across bonds, FX, and rates.
Funds Transfer Pricing (FTP) – Development of robust FTP frameworks and policies, incorporating behavior-adjusted pricing, liquidity and credit risk premiums, and product-level performance analysis.
Asset & Liability Product Pricing – Product-level FTP assessments, pricing advisory, and support for strategic business planning.
Liquidity & Credit Risk Premium Design – Quantitative frameworks for embedding risk-adjusted pricing into business models, along with impact assessments on profitability and capital.
IRRBB, Market Risk Assessment
We help institutions design robust market risk frameworks aligned with regulatory expectations and internal risk-taking capacity:
Interest Rate Risk Management
- IRRBB metrics
- Developing behavioral models to compute changes in expected earnings and economic value, including gap risk, gap risk duration, EVE and NII
- Stress Shocks for EVE and NII
Market Risk Management
- Development of market risk governance and strategic approach
- Integration of market risk into the firm-wide risk appetite and ICAAP processes
Market Risk Appetite & Limits
- Design of risk appetite metrics and thresholds for market risk
- Calibration of DV01, duration, and basis risk limits
- Credit Spread VaR (CSVaR) and scenario-specific exposures
Market Risk Measurement Methodology
- Implementation and validation of Value at Risk (VaR) and Expected Shortfall (ES)
- Development of stress VaR and historical/stochastic stress testing frameworks
- Design and integration of market shock scenarios and backtesting regimes
Project implementation & Product Development
Project Implementation & Product Development
We support financial institutions in the successful execution of complex risk, treasury, and product initiatives through expert-led project management and hands-on advisory.
Project Planning, Supervision & Methodology Design
- End-to-end implementation of ALM and Funds Transfer Pricing (FTP) systems
- Deployment of advanced risk measurement frameworks for IRRBB, FRTB, XVA, PFE, VaR, Expected Shortfall
- Design and customization of methodologies based on international best practices and regulatory standards
Product Development & Strategy Implementation
- Development and assessment of Treasury and Wealth Management products
- Pricing and risk-adjusted return frameworks including FTP and RAROC models
- Market sizing, segmentation, and target market strategy for new product rollout
ALM & FTP Systems for Banks & Corporations
Scryer OAK Advisors has entered into a strategic partnership with a leading, regionally recognized IT solutions provider to jointly design and deliver an integrated Treasury, ALM, and Risk Management platform. This collaboration enables us to offer a comprehensive product suite that blends deep treasury and risk advisory expertise with world-class technology.
By combining our decades of domain experience in liquidity, market risk, and funds transfer pricing (FTP) with our partner’s robust system development capabilities, we deliver fully customized, end-to-end ALM and risk solutions. These platforms are tailored to each institution’s unique requirements, empowering best-in-class balance sheet optimization, regulatory compliance, and proactive risk oversight.
Our next-generation systems are built with AI-driven capabilities—enabling predictive analytics, real-time scenario modeling, and intelligent automation. This evolution transforms traditional static frameworks into dynamic, insight-driven engines that enhance decision-making and resilience in an increasingly complex market environment.
Compliance Solutions
Our Compliance partners specialize in helping organizations in the development of business plan, strategy formulation, resource mobilization, regulatory governance, risk and compliance frameworks, conducting gap analyses and process reviews to help identify and assess business strategy, risk management and recommend action plans to address gaps and enhancements.