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Market Risk Management

Our quantitative analysts bring in a lot of experience in risk factor modelling, financial instrument pricing and advanced market risk analyses and measurement. Our consulting services go beyond compliance issues and assist you with appropriate hedging strategies to optimize your returns subject to your risk appetite. We are adept at building market risk solutions for regulatory compliance and setting up sound stress testing frameworks.

OUR OFFERINGS ARE AS MENTIONED BELOW

  1. Pricing of various instrument
  2. Regulatory compliance measurements
  3. VaR and Economic Capital computation
  4. Stress testing and Back testing framework
  5. Basel II - Capital Charge and Risk weighted assets computation (Standardized and Advanced Approach)
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