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Model Risk Management

Combining capital improvements and regulatory imperatives with the necessity to reduce operation costs have led our bank clients to rethink entirely their approach to model risk and financial libraries. Regulatory demands such as FRTB lead banks to decouple their calculation models from their legacy applications, whilst capital optimisation involves reducing the add-ons which derive from model opacity and complexity.

Finmechanics proposes a comprehensive set of financial libraries can be implemented as a standalone platform servicing enterprise systems, coupled with deep expertise in system and model integration to rapidly select, assess, calibrate and operate internal models, market feed and other vendors libraries.

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