Quantitative Risk Management Services
Our main expertise consists of experience in all quantitative and regulatory aspects of Market and Credit Risk and we provide to financial institutions the following services:
Regulatory Advice
Implementing regulatory requirements for market and credit risk is one of the major challenges for financial institutions. We can help you to fulfill regulatory requirements and save regulatory capital in a cost efficient manner.
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Model Validation
We provide end-to-end services for the validation of pricing and risk models. This includes support in the the definition of principles, policies and procedures as well as in the implementation of benchmark models and back-testing frameworks.
Model and System Development
We can support you in building market and credit risk models and systems in an integrated way. This includes the mathematical definition of the models, documentation, implementation and testing.
Training
We provide on-site workshops for model validation and regulatory topics like Basel III and FRTB