Risk Management & Regulatory Compliance
Risk Management &
Regulatory Compliance.
World-class authorities including former Chief Risk Officers, Chief Credit Officers, and Heads of Counterparty and Market Risk at leading financial institutions — who have significantly shaped the landscape of risk management.
PRACTICE AREA · EXPERT WITNESS & CONSULTING
About this practice
PRACTICE OVERVIEW
Our team consists of world-class authorities, including former Chief Risk Officers and Chief Credit Officers and Heads of Counterparty and Market Risk at leading financial institutions, including banks and broker-dealers, who have significantly shaped the landscape of risk management.
Our practitioners bring direct experience designing, implementing, and overseeing enterprise risk frameworks — from market and credit risk models to counterparty exposure measurement, liquidity risk management, and operational risk governance.
We provide consulting and expert testimony on risk framework adequacy, model risk, regulatory capital requirements, stress testing methodologies, and the standards expected of financial institutions by prudential regulators globally.
SEDA's risk management capability spans both litigation support and strategic consulting. As expert witnesses, our former Chief Risk Officers and Heads of Market Risk testify in disputes involving risk framework failures, model validation deficiencies, and inadequate stress testing. As consultants, they advise financial institutions on enterprise risk framework design, risk appetite calibration, counterparty credit exposure methodology, and the governance structures required by regulators — providing the same practitioner authority whether the matter is before a court or an internal review board.
WHY SEDA
Former Chief Risk Officers and Chief Credit Officers from Goldman Sachs, Citigroup, Barclays, and other leading financial institutions — direct experience at the highest level of enterprise risk governance.
Deep expertise in market risk, credit risk, counterparty risk, liquidity risk, and operational risk frameworks — including Basel III/IV capital adequacy, FRTB, and stress testing.
Former Federal Reserve and OCC examiners providing regulatory perspective on supervisory expectations, enforcement actions, and compliance program adequacy.
SUB-PRACTICE AREAS
Areas of expertise
01
Market & Counterparty Risk
Related: Securities & Derivatives · Alternative Assets
02
Credit Risk & Capital Adequacy
Related: Financing Instruments · Asset Servicing
03
Operational Risk & Internal Controls
Related: Investigation & Regulatory Enforcement
04
Analysis and Expert testimony on market risk frameworks, VaR models, stress testing, counterparty credit exposure measurement (CVA/DVA/FVA), and ISDA documentation in derivatives disputes.
Operational risk frameworks, internal control adequacy, model risk governance, technology risk, and cybersecurity risk in the context of regulatory enforcement actions.
Analysis of credit risk frameworks, loan loss provisioning, capital adequacy under Basel III/IV, credit underwriting standards, and lender liability in complex credit disputes.
Analysis of compliance program adequacy, supervisory expectations, regulatory examination findings, and remediation plans — in the context of enforcement actions and consent orders.
Regulatory Compliance Programs
Related: Investigation & Regulatory · Corporate Governance
