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Risk & Market Consulting

  • P/L attributions and reconciliations
  • FRTB factor eligibility analysis
  • RWA Calculations
  • Structured products risk profiling and cash-flow
  • FVA numbers based on OIS discount and MC exposure calculations
  • Collateral optimisation and CSA monitoring
  • Stress test and Scenario recommendations
  • Enhanced VaR Reporting (EVT over HS VaR)
  • Front and Mid-Office reporting and monitoring
  • Process Re-engineering and automation
  • Customer Profitability and Exposure Analysis
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