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 –
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