Risk Management

Recent years have brought fundamental regulatory changes for the financial services industry. Basel III, EMIR, Solvency II, AIFMD, have strongly raised the requirements on risk management and reporting systems, raising the bar on the performance, stability, and documentation of risk management systems and methods. 

We at Financialytic are proud to have assisted our clients in the adaptation to these changes, helped them to address weaknesses in their existing models, implement new methods, and verify and document the appropriateness of the chosen methodology using robust validation methodologies.

Areas of Expertise

  • Regulatory environment banking / insurance
  • Credit risk and counterparty risk: methods and implementation
  • Market risk models
  • Liquidity risk and Operational Risk

Our Offering

  • Quantitative Methods: Advice and implementation
  • Model development
  • Validation and parametrisation of existing models
  • Stress Testing: Models, methodology and implementation