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Market Risk and ALM

  Our specific service offerings     Data quality and testing – Integration of different market feeds and provision of a common data set Model validation and refinements – Independent validation of methodology, analytics and implementation of market risk models VaR analytics – Development of framework, implementation and process outsourcing Risk dashboards and reporting –

  • Editorial Team
  • May 12, 2021
  • 1 minute

 

Our specific service offerings

 

 

  • Data quality and testing

    – Integration of different market feeds and provision of a common data set

  • Model validation and refinements

    – Independent validation of methodology, analytics and implementation of market risk models

  • VaR analytics

    – Development of framework, implementation and process outsourcing

  • Risk dashboards and reporting

    – Custom and pre-built reports to integrate different instrument and product types across different platforms

  • Internal audit services

    – Analytical support to internal audit groups, spreadsheet evaluation and validation

  • Stress testing

    – Conduct independent stress-testing of market risk models

  • Counterparty risk

    – Implementation of counterparty risk systems including simulation engines, netting and collateral rules

  • Data aggregation and cleansing

    – Linking multiple data sources and providing frameworks for the identification of most recent and accurate values