Financial institutions need forward-looking credit loss estimates that reflect changing economic conditions and meet evolving accounting and regulatory requirements. Robust scenarios, transparent assumptions and consistent economic forecasts are critical to producing credible expected credit loss estimates and supporting model governance.

Our economists combine deep macroeconomic expertise with the Global Economic Model (GEM) to develop transparent, internally consistent scenarios for IFRS 9 and CECL modelling. We provide the economic assumptions, forecasts and analysis needed to support expected credit loss models across portfolios, geographies and a wide range of economic conditions, including baseline, adverse and bespoke scenarios.

Organisations increasingly need to understand how climate transition and physical risks interact with wider macroeconomic conditions and financial markets, while meeting evolving regulatory expectations.

Our economists combine deep macroeconomic and climate expertise with the Global Economic Model (GEM) to develop integrated climate, nature and macroeconomic scenarios. We provide transparent, internally consistent analysis that captures both short-term shocks and long-term structural change, supporting climate stress testing, regulatory disclosure and long-term strategy planning. 

Not every risk that matters arrives on a regulatory timetable. Organisations need to understand emerging risks — from geopolitical events and trade policy shifts to supply chain disruption, inflation, interest rates and commodity volatility — and quantify what they could mean for their business.

Using the Global Economic Model (GEM), our economists can rapidly assess how emerging risks and unexpected events could affect countries, industries and markets. Scenarios can be tailored to your specific exposures, helping decision-makers understand where risks are concentrated and what an event could mean for their business.