![Probability & Partners](https://i0.wp.com/probability.nl/wp-content/uploads/2014/11/pp-logo3-e1747733273851.png?fit=94%2C87&ssl=1 "Probability & Partners\"){kind=logo}
Banking
At Probability & Partners, we equip banks with cutting-edge risk management models and technical tools, helping them navigate an evolving regulatory landscape with robust compliance solutions. With executive-level experience in banking and finance, we deliver pragmatic, results-driven strategies tailored to your institution’s needs.
Our team of quantitative specialists and risk management experts brings extensive experience in banking risk management, modelling, and prudential regulations. By leveraging advanced analytics and industry best practices, we help banks strengthen their risk management frameworks, enhance internal controls, refine compliance procedures, and proactively address regulatory challenges—enabling them to operate with confidence in an increasingly complex financial environment.
Services
Probability specializes in the following topics in the banking and leasing domain:
Risk Management
Strategy & Governance
We are experienced with executing a Strategic Risk Assessment, supporting the development of a Risk Appetite Statement, conducting a Risk Framework Review, and setting up a Policy House. We are also experienced trainers for management- and supervisory board members.
ESG
Our ESG service line is specialized in building methodologies to measure climate and nature risk, collecting and processing corresponding data and integrating the outcomes into existing risk models, policies and processes. We have established climate risk stress testing frameworks for several clients and published several ESG papers in cooperation with data provider Refinitiv.
Basel
We follow international supervisory developments, their regulatory implementation in the EU, and are experienced with ensuring our solutions meet regulatory compliance
ALM
We offer many years of management- and consulting experience in senior ALM roles. The IRRBB Service Line covers all topics, from prepayment- and NMD modeling to EaR and CSRBB. We have also done a lot of work in liquidity risk management and the IBOR-transition.
Quantitative Advisory
Trading Quants
Our Trading Quant Service Line excels in developing and validating trading book risk models, together with our colleagues in academia. We have extensive experience with FairVA and AVA models, as required by IFRS13 and CRR3, and Securitizations.
Credit Risk
Our colleagues have many years of experience with credit risk management and modeling of AIRB and IFRS9 compliant models for retail, wholesale, and leasing portfolios.
AI & ML
We have a long-standing operational expertise in validations for banks and FinTechs. For IP-sensitive validations we have experience with executing validations without the full model documentation or source code.
Model Validation
Our Model Validation Service Line performs validations for the largest Dutch banks in all areas of financial risk, both the banking book and the trading book.
The above topics are highlights in our expertise. For other topics, please feel free to contact our sector lead directly.
Services
Probability specializes in the following topics in the banking and leasing domain:
Risk Management
Strategy & Governance
We are experienced with executing a Strategic Risk Assessment, supporting the development of a Risk Appetite Statement, conducting a Risk Framework Review, and setting up a Policy House. We are also experienced trainers for management- and supervisory board members.
ESG
Our ESG service line is specialized in scoring methodology, data selection, and the measurement of climate risk. Furthermore, we have published several ESG papers in cooperation with data provider Refinitiv.
Basel
We follow international supervisory developments, their regulatory implementation in the EU, and are experienced with ensuring our solutions meet regulatory compliance
ALM
We offer many years of management- and consulting experience in senior ALM roles. The IRRBB Service Line covers all topics, from prepayment- and NMD modeling to EaR and CSRBB. We have also done a lot of work in liquidity risk management and the IBOR-transition.
Quantitative Advisory
Trading Quants
Our Trading Quant Service Line excels in developing and validating trading book risk models, together with our colleagues in academia. We have extensive experience with FairVA and AVA models, as required by IFRS13 and CRR3, and Securitizations.
Credit Risk
Our colleagues have many years of experience with credit risk management and modeling of AIRB and IFRS9 compliant models for retail, wholesale, and leasing portfolios.
AI & ML
We have a long-standing operational expertise in validations for banks and FinTechs. For IP-sensitive validations we have experience with executing validations without the full model documentation or source code.
Model Validation
Our Model Validation Service Line performs validations for the largest Dutch banks in all areas of financial risk, both the banking book and the trading book.
The above topics are highlights in our expertise. For other topics, please feel free to contact our sector lead directly.
Clients
Publications
Publications
Sector Lead Banking
Gerd-Jan van Wiggen is responsible for the banking sector and for leasing. As a consultant he has advised financial institutions with the implementation of Basel/CRD4/CRR & IFRS standards, especially regarding credit risk. From this perspective he has also been involved in large portfolio transactions (including NPL), supervision of IPOs, M&A processes and carve-outs. He led the Financial Risk Management practice of a Big 4 consultancy for 10 years.
Link to: Gerd-Jan van Wiggen
Gerd-Jan van Wiggen
Sector Lead Banking
Probability & Partners