Business case
Our client required a modelling and budgeting tool to project its financial trajectory (both balance sheet and income statement) over a 3- to 5-year horizon, as well as to perform stress tests on key macroeconomic parameters. We were tasked with designing group-wide internal stress-testing models covering all geographies and business lines.
To develop comprehensive projection models, we first mapped all the group’s products and business lines and then identified the key drivers for each. We conducted statistical analyses to assess correlations between these indicators and ultimately trained the client’s internal team to use the models at both the business line and group levels.
We contributed by mapping business lines, products and data sources; identifying and analysing key drivers; designing and refining modelling prototypes; and training teams to ensure knowledge transfer and autonomous model use.