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Understand regulations. Manage risk. Create value.

Financial risk management

Financial risk management

Regulatory expectations shift constantly. Banks need to adapt quickly, accurately and with resilience. As a leading provider of audit and advisory services for banks in Switzerland, we help institutions implement complex requirements and strengthen their risk frameworks. Our clients range from local retail banks to global systemically important institutions. Deep market insight and access to PwC’s international network mean we deliver solutions that are both practical and future-proof, locally anchored and globally connected.

Our services

How we can help

Risk Modelling

We build robust, risk-sensitive models for all major risk types, underpinned by proven methods and real-world industry know-how. We draw on the latest research and advanced technology to refine model design and sharpen risk measurement.

Our models are strategic tools for managing capital, steering risk and supporting key business decisions.

Independent Model Validation

We deliver objective, independent validation of internal models with a clear focus on methodological rigour, transparency and practical relevance. Our assessments help risk teams and decision-makers stand behind their models with confidence.

We combine technical depth with market perspective, audit expertise and complete independence.

Regulatory Advisory

We support banks in navigating Basel III Final and other major regulatory demands, both in Switzerland and abroad. We provide strategic guidance, hands-on implementation and act as a trusted sparring partner at every stage.

Our edge lies in deep regulatory insight, market clarity and access to global expertise

Managed Risk Services

We run selected or entire risk management functions, from modelling through to regulatory reporting. Our flexible delivery model aligns with each client’s needs and operating structure.

The outcome is efficiency, scalability and specialist knowledge exactly where and when it’s needed.

AI, Machine Learning

We integrate AI and machine learning across the full risk lifecycle, from model development to automation and improved model explainability. GenAI drives faster documentation, scenario building and clear communication of complex models.

The result is a more efficient, mature risk architecture powered by technology and grounded in practice.

We help banks turn regulatory challenges into opportunities.

Tobias Scheiwiller,Partner, Risk & Regulatory, PwC Switzerland

Explore our service offering

We provide audit and advisory services in the area of financial risk management for banks and insurance companies of all sizes and regulatory categories. Explore some of our service offering in more detail on the right.

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Supervisory authorities are placing increasing focus on early preventive measures as well as a robust recovery and resolution plans. This shifts the emphasis more strongly towards a proactive approach to crisis situations.

Even though there are currently only isolated formal requirements, it is clear that these topics will become increasingly important for all banks in the future – not just for large institutions.

It is therefore worthwhile to take action early. We are happy to support you in analysing your institution's current status, identifying appropriate measures, and implementing them efficiently and purposefully.

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In the dynamic landscape of Swiss financial regulations, navigating complex regulatory requirements is a demanding task for banks and financial institutions. Are you seeking quick, accessible support for regulatory banking queries? Need a reliable second opinion or a market view from an expert? Our Regulatory Banking Service offers a comprehensive solution to these challenges, providing expert guidance with ease and efficiency.

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As a new requirement, banks in Switzerland must perform an annual independent review of their regulatory allocation between the banking and the trading book. This has been introduced by the new Basel III Final rules. Banks can conduct this review internally if certain criteria are met or engage us to perform this mandatory review.  We can support you every step of the way.

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The new BCBS guidelines on counterparty credit risk (CCR) management for banks aim to improve existing industry practices in due diligence, exposure measurement and stress testing, as well as risk governance and culture. While the guidelines have not yet been transposed into Swiss legislation, the regulator expects supervised banks to consider the practices proposed by the BCBS. Do you already have a strategy to stay ahead of the curve? We can assist you in assessing your CCR management, identifying improvement opportunities, and implementing effective solutions for lasting compliance. 

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Explore our services and solutions

Regulatory Compliance Services

We offer audit-ready solutions to help you to understand changes to the regulatory environment and implement them.

Regulatory scrutiny and requirements are ever increasing in multiple global jurisdictions, making regulatory compliance a challenging and complex task (e.g. FINMA Circular requirements, BCBS 239, MRP, Volcker Rules, LIBOR transition).

Our team of experts have created audit ready solutions to help you to understand changes to the regulatory environment and implement them in an efficient and value enhancing manner.

 

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Risk and Performance Measurement

Our team of Risk and Performance Measurement experts will support you with established methodologies.

You can only manage what you can measure and measuring risk and performance is extremely important not only for the firms own governance but also to fulfil regulatory and stakeholder requirements.  

Our team of Risk and Performance Measurement experts will support you with established methodologies specialised in capital management & allocation, enterprise risk management, risk adjusted performance measurement, scenario analysis and modelling based B/S and P&L forecasting, capital stress testing and scenario development as well as ICAAP.

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Model Validation

We perform initial or periodic independent validation on models used in the most relevant banks’ service lines.

Perform initial or periodic independent validation on models used in the most relevant banks’ service lines (Front Office, Risk, Finance & Treasury) and provide industry best practices & models principles (i.e. ALM, credit risk, liquidity risk, stress testing) in order to provide banks with more assurance on methodologies and reliability on outcomes used for decision-making processes.

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Risk modelling

We bring in market good practices and revise and tailor it for your best use.

Our experts develop risk models including the design of tools/prototypes that support banks and (re-)insurers in risk modelling activities in various areas:

  • Valuation Models and adjustments (XVA model horizon)
  • FRTB, VaR/sVaR, RniV, Pillar II incl. ST
  • SA & IMM
  • XVA
  • Pricing
  • SA & IRB (PD/LGD/EAD) incl. stress testing
  • Portfolio/Pillar II
  • IFRS 9/US GAAP
  • Counterparty credit risk XVA
  • Implementation of upcoming regulation updates (CCR models)
  • Credit rating and credit portfolio management frameworks/systems (SA CR, IRB)

In this respect, we bring in market good practices and revise and tailor them for the client’s best use.

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Financial data analysis and modelling

We make use of newest data analytics methodologies and design fit-for-purpose technical solutions.

With regards to financial data analysis and modelling, we make use of newest data analytics methodologies (predictive analytical models, AI/machine learning, pricing models) and design fit-for-purpose technical solutions for our clients. By partnering with our Data Transformation & Analytics expert teams we combine our skills to provide you with a holistic service offer.

 

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Credit Risk

Expertise support on Basel Framework

We provide quantitative expertise support on credit risk regarding the design of new models to assess portfolios’ PD, calibration of existing models, performance assessment & models stress testing. With our support, banks can rely on IRB-F outcomes with a forward-looking perspective (risk appetite, capital planning, contingency plans, compliance with new requirements).

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SACCR & Fund Look-Through

Compliance with FINMA Circular 2017/07 

Our experts perform independent SACCR valuation of EAD by netting set and review distribution of EAD at transaction level. With our help, clients can adequately allocate cost of capital and measure performance at trade level. We also provide support on the applicability of investments in managed assets, feasibility study of LTA & MBA, data collection, implementation of calculation process including the provision of required tools, so that banks can benefit from their advantages.

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Interest Rate Risk in the Banking Book

IRRBB – new FINMA Circular 2019/02

With respect to IRRBB, we design or review IRRBB’s assumptions, inputs, models, calibration & outputs (Replicating portfolio models for minimisation of margin’s volatility, client behavioural portfolio models for more realistic approach on portfolios volumes). Thanks to this service, banks can adequately assess NII & EVE sensitivity analysis, efficiently monitor their risks with robust dashboards, and ensure compliance of new reporting requirements.  

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Outlier Detection

Assess data quality, report potential anomalies and ensure a higher confidence level. 

Our solutions to detect outliers are broadly used to scan relevant databases and identify statistically significant deviations from risk management data using a tolerance buffer based on acceptable ranges of values. As a result, our clients can directly spot outliers, assess data quality, report potential anomalies requiring deeper analysis and ensure a higher confidence level on compliant reports.

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Risk Modelling Services by PwC

PwC’s Risk Modelling Services elevates business strategies with advanced analytics to help clients make informed decisions through a financial lens.

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Contact us

Tobias Scheiwiller

Partner, Risk & Regulatory, PwC Switzerland

+41 58 792 22 03

Email

Cristian Montillo

Director, Financial Risk Management, PwC Switzerland

+41 76 420 93 38

Email

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