Navigating Through the Lighthouse Effect. Building Prosilience through Adaptability and Resilience.

Value at Risk (VaR), Expected Shortfall (ES), Monte Carlo simulation, factor models, and counterparty credit exposure measurement. Adrian works across both the mathematical foundations and practical implementation challenges that real-world risk teams face.

Deep understanding of Basel III/IV, FRTB, CRD VI, Solvency II, and IFRS 9. AMC supports institutions navigating the transition to new capital regimes — including FRTB IMA/SA implementation, ICAAP/ILAAP, and Pillar 2 capital add-ons.

Operational risk capital modelling (AMA, BIA, SMA), RCSA design and facilitation, Key Risk Indicator frameworks, scenario analysis, and Business Continuity Planning — covering cyber, conduct, third-party, and people risks.

Transition and physical risk assessment, TCFD and TNFD reporting frameworks, climate stress testing aligned to NGFS scenarios, and integration of ESG factors into credit and market risk models — a rapidly evolving area where early investment pays dividends.

Frameworks, tone-from-the-top assessment, risk appetite articulation, and incentive structure review. The best models fail when the humans using them don't understand or respect the risk they are managing — culture is the ultimate control.