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Registered in England and Wales
No. 04704560
 
 

We have project managed and provide business analysis for the development of a number of risk related systems. Most recently to support the Basel 2 requirements. 

Our Risk expertise includes:

Market Risk

  • Yield curve construction

  • Volatility curve construction

  • P&L analysis

  • Performance measurement

  • Gap analysis

  • Cash flow

  • Equivalent hedge analysis 

  • Stress/ Scenario testing

  • Value at risk (VAR)

  • RAROC

  • Limits

 

Credit Risk

  • Enterprise level

  • Exposure Measurement

  • Excess reporting

  • Close out netting

  • Credit portfolio models

  • Stress/ Scenario testing

  • Collateral Management

  • Settlement risk

  • Credit derivatives