Welcome to

Auriscon

Our consulting provides real world solutions and effective advisory.

Services

provided by Auriscon

cover multiple service areas, including Technical Audit and Risk Analytics.

Solutions

from Auriscon

are rooted in subject matter expertise, with coverage of Financial Regulation, Risk Methodologies and Technology.

Our approach

combines holistic agendas and subject matter expertise

achieved through experience and supported by a strong analytical and technical background.

AURISCON Ltd


Disclaimer: Data, charts and commentary displayed are for information purposes only. Auriscon Ltd and Auriscon HK Ltd assume no liability. 

UNDER CONSTRUCTION …

Main Menu

Consulting Service

Methods

Concepts & Advisory

Processes, Strategies, Model Risk, Credit Risk

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Analytics & Development

Credit Risk, Marketing Analytics, Validations, Simulations

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Review & Compliance

Credit Risk, Model Risk, Governance, Basel, Industry Standards

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Tools & IT

Model Prototypes, R, VBA, Process BPMA, Visio, MS Office, Documentation

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Projects & Clients

Supporting Model Risk Audit function on technical auditing pertaining to model risk aspects across global businesses and functions.

2021-2025, HSBC, London HQ

Advising regional Audit function on thematic aspects pertaining to the Validation of Models used for Securities Pricing and Risk Measurement. 

2022, Japanese Investment Bank, London

Suitability assessment of Scotia Bank Market and Credit Risk models for for use in local Irish / UK subsidiaries

2021, Scotia, Ireland

Model Development and advisory on thematic aspecs concerning Default Risk Charge and Default Risk in the Trading book

2019-2020, UBS, Zurich

Model Development of Stress Testing Models

2018, Consultancy, London

Supporting Model Risk Audit function on Traded Risk and Country Risk related Audits

2017, HSBC, London

Project on Targeted Review of Internal Models in Central Bank

2017, Central Bank, Frankfurt

Supporting Model Risk Audit function on Retail, Wholesale Credit and Traded Risk related Audits

2015-2016, HSBC, London

Validating Retail Credit Risk models for FinTech Company

2015, ZenCap, Berlin