Enterprise Risk Management & Resilience

Quantifying uncertainty—then turning it into competitive advantage.

Our team combines front-office trading DNA with board-level risk governance expertise. Resonance Risk designs frameworks that translate volatility, regulation and behavioural bias into clear capital-allocation and hedging decisions.

Risk is owned, priced and rewarded, not avoided.

Risk-Appetite & Governance Design

Align every decision with what the board is willing, and unwilling, to lose.

Facilitate workshops to define risk-capacity, appetite ranges and key risk indicators (KRIs)

Draft policy, delegation matrices and three-lines-of-defence operating model

Embed behavioural safeguards (pre-commit hedge bands, red-team challenge)

Directors gain a single “dial” showing how much earnings-at-risk the firm is running

Clear accountability; regulators see a living framework, not a binder

Loss-aversion, anchoring and over-confidence are neutralised in advance

Scenario Analysis & Capital Allocation

Put numbers around the unthinkable—and fund it appropriately.

Monte-Carlo & Tail Simulations: Stochastic modelling across market, credit, operational and climate variables calibrates capital buffers.
Reverse Stress Tests: Identify scenarios that break covenants or liquidity limits, then design early-warning KRIs.
Risk-Adjusted Performance Metrics: RAROC and economic-value-add dashboards steer capital toward the best risk-return trade-offs.

High periods of volatility requires operating models able to rebalance portfolios across market, credit and liquidity risk in real time if risk is to be controlled.

Operational Resilience & Crisis Preparedness

Keep critical services running through cyber, climate or supply-chain shocks.

Capability

Impact tolerance mapping, business-service dependency charts.

Integrated testing across business continuity, IT DR, cyber and third-party risk.

Regulatory alignment.

Result

Clear view of what must not fail, and how long it can be down

Single playbook; no more siloed exercises

Zero last-minute compliance scrambles

Market, Commodity & Carbon-Risk Integration

Link physical exposures to financial hedges and funding lines.

Live limits across FX, energy, metals, softs, carbon and interest-rate risk
Hedge-effectiveness analytics under IFRS 9 with automated Δ-testing
Liquidity-at-Risk overlay to avoid margin-call or repo-funding shocks

Behavioural-Risk Diagnostics

Detect and correct cultural or cognitive patterns that subvert good frameworks.

Quantitative bias audits (e.g., trade-timing vs random benchmarks)
Risk-culture surveys and incentive-design reviews
Targeted “nudge” interventions—default hedge ratios, pre-mortems, blind peer review

Outcomes

Decision clarity—capital invested where risk-adjusted return is highest
Volatility dampening—earnings-at-risk reductions
Regulatory confidence—frameworks mapped to current energy-sector legislation and critical-infrastructure rules
Culture shift—data replaces intuition, and bias is surfaced before it costs money

Measure, reduce and own risk

Get in touch with us to discuss ways we can reduce risk for your organisation and improve profitability