Value: Reduced risk exposure, better risk matrices
Market Risk Analytics is aimed at mitigating risk by offering techniques such as Value at Risk (VaR) Assessment, Scenario Analysis, Stress Testing, Correlation Analysis, Volatility Correction etc.
Market risk, also called “systemic risk, is the possibility for an investor to experience losses due to factors that affect the overall performance of the financial markets.
Meet risk and regulatory compliance challenges head on with market risk analysis that is predictive, adaptive, integrated and useful. Keep up with the rapidly changing regulatory environment by creating scenarios to be always ready for future potential exposures.
Our experts can help with:
- Asset Liability Management by providing key liquidity risk ratios, assessing your portfolio liquidity situation and liquidity hedging strategy.
- Assessing fund transfer pricing with or without risk-based spreads (e.g., credit, liquidity and option-adjusted spreads), and calculate economic value.
- Advanced analysis across risk types, including stress testing and modeling liquidity risk, net interest income and economic value.
- Review risk management structure and policies
- Risk Modeling and Reporting including designing reporting templates and workflows.
- Risk-Based Decision Making including designing risk-based Pricing Framework and Portfolio Strategy.