Risk Models That Management Can Trust — and Regulators Can Validate.

Develop, validate, and strengthen IFRS 9, credit risk, market risk, stress testing, and ALM frameworks across the full model lifecycle — from methodology design to governance documentation.

Strong models are not defined by technical sophistication alone.

They must also produce outputs that management trusts, credit committees actually use, auditors can validate, and governance functions can explain under challenge. Most model governance failures are not methodology failures — they are credibility and documentation failures.

Amaranth Brose combines quantitative modelling expertise with model governance discipline, independent validation, and regulatory alignment — across credit risk, market risk, and ALM environments.

​​

WHO THIS IS FOR

​​

• Banks and regulated financial institutions building or rebuilding IFRS 9 ECL models under audit or supervisory scrutiny

​

• Risk functions requiring independent model validation for credit, market, or operational risk models

​

• Fintechs developing their first credit risk or scoring framework for regulatory authorisation or institutional funding

​

• Corporate treasury and ALM functions managing IRRBB, FX risk, and liquidity exposure

​

• CFOs and CROs requiring stress testing frameworks that inform capital planning, not just satisfy regulatory templates

​​

• Internal audit and model risk governance functions requiring independent model performance review