Regulatory Advice
Implement Basel III/FRTB and IMM requirements without over-engineering the solution or the organisation around it.
- Basel III / IV and FRTB
- IMM and IMA applications
- CVA and counterparty risk
United Kingdom
Quantitative risk advisory for UK banks.
Häner Consulting works with risk, model and regulatory teams in London and across the UK on FRTB, IMM, model validation and risk systems — on-site or remote.
A UK-focused practice
Regulatory depth, delivered alongside your team.
The UK remains the centre of gravity for our client work. We support UK banks and UK branches of international institutions across the quantitative and regulatory aspects of market and credit risk.
That includes FRTB implementation, IMM applications, independent model validation and the risk systems that connect methodology to production numbers. We work directly with risk, model development, regulatory reporting and internal audit teams.
Engagements can be delivered on-site in London, remotely, or in a combination that fits the programme.
Discuss a UK mandatePrimary marketUnited Kingdom
Also coveringSwitzerland and global
DeliveryOn-site or remote
FocusMarket and credit risk
ReferencesAvailable on request
Where we help
Four ways we work with UK risk teams.
As an independent adviser, a hands-on builder, or both.
Model Validation
Independent, evidence-based validation of pricing and risk models — from single models to book-level model risk.
- Independent model review
- Benchmark models and back-testing
- Model risk governance
Model & System Development
Build the models, systems and documentation that connect regulatory methodology to production risk numbers.
- Model implementation
- Risk system architecture
- Testing and documentation
Training
On-site workshops that give risk, finance and audit teams a working understanding of complex regulatory topics.
- Basel III/FRTB and CVA
- Model risk and validation
- Customised to your portfolio
Selected experience
UK-relevant work, without naming clients.
Client names are withheld. The patterns are representative of the work.
IMM models for a large UK investment bank
Prototyping in C#, F# and Matlab and a proof of concept for back-testing infrastructure using CouchDB and .NET.
Bulge-bracket IMM and ICAAP
Supported regulatory requirements for IMM, developed the ICAAP credit risk model and validated the operational risk ICAAP model.
Counterparty risk and validation leadership
Global Head of Counterparty Credit Risk Analytics at Nomura London and model validation leadership at UBS London.
Working together
A direct, practical engagement model.
Small enough to stay close to the work, experienced enough to know what regulators and auditors expect.
On-site or remote
London on-site days, remote working sessions, or a blend. We fit the programme rather than the other way around.
Direct access
You work with the person accountable for the advice. There is no delivery layer between the question and the answer.
Confidential by default
Client names are withheld and work can be delivered under an NDA.
FAQ
UK engagements: common questions
If your question is not covered here, a short conversation is usually the fastest route.
Do you work on-site in London?
Yes. We work on-site in London and other UK locations when the engagement needs it, alongside remote delivery.
Can you support a PRA or FCA application?
We support the quantitative analysis, documentation and evidence behind a regulatory submission, working alongside your regulatory, legal and programme teams. We do not act as legal counsel.
Do you work with UK branches of overseas banks?
Yes. We have experience with UK branches and subsidiaries of international banks, including IMM, model validation and counterparty credit risk programmes.
How does an engagement start?
A short conversation about the question and constraints, followed by a focused scope and fee proposal. Diagnostic reviews typically run for two to four weeks.
Discuss a UK mandate.
Tell us about the regulatory requirement, model or system you are working on. We will reply with a short, practical view of how we can help.