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Remove the fear of risk.
Identify.
Measure.
Manage.

About Us

At MetriQA, we believe that the complex and ever-changing issues in the world can only be understood and tackled by the use of metrics. We are a quantitative consultancy firm that specializes in credit risk management, covering the key dimensions of the model lifecycle: model development, validation and audit.

With our sound knowledge and experience in risk management and prudential regulation, we aim to enhance our clients' data management, credit risk decision-making and compliancy with regulatory requirements by offering advisory services and practical solutions within the banking industry.

Solutions 1

Services

We are trusted by our clients for our deep understanding of the regulatory environment and requirements for capital, accounting risk and credit decision models (CRD IV/Basel III, CRR, EBA RTS’s and Guidelines, IFRS9). Hence, we focus our services on these types of credit risk models, also referred to as IRB, IFRS 9 and CDM models, respectively.

Model Governance

Gap analyses against regulation and best practices
Model risk management framework
Model development standards
Model validation standards

Model Development

Data collection, quality check and documentation
Model development
Model calibration
Model testing
Impact analysis
Technical model documentation
Implementation specification documentation

Model Validation

Data quality assessment
Conceptual model review
Technical model review
Independent replication and testing
Model documentation assessment
Model validation report
Audit preparation
Supervisory inspection preparation

Model Audit Support

Support internal/external audit:
Review model development execution
Review model validation execution
Review all other relevant risk management processes (data, inventory, implementation, etc.)
Provide independent assurance

Services

Testimonials

Trusted by renowned companies

"
You are very proactive, always coming up with new ideas and also always ready to share them with a wider audience.

Easy to work with and your communication skills are great.
"

IFRS 9 Team Lead at ING Bank