In an ever-changing environment with more competition and regulatory scrutiny, it’s important to develop robust risk management frameworks that satisfy regulatory requirements, contribute to strengthen decision-making and to enhance performance.


Our Global Research & Analytics team works with our clients to:


  • Design customized models to the challenges presented by evolving needs and priorities of the industry Risk parameters and reserves modeling, AMA methodology, anti-fraud plans, valuation and pricing
  • Provide model validation services that assess compliance to regulatory requirements such as Basel II/III, EBA and ECB stress, Dodd Frank etc. Back-testing and stress-testing (AQR, DFAST, CCAR), models audit and review (leverage ratio, LVA, CVA, LCR, NSFR), recovery plans
  • Optimize models and strategies with cutting-edge methodologies and tools Rating scale optimization, CVA desk implementation, RWA impact simulation, portfolio management optimization


Our team is made up of quantitative experts and finance professionals who work with you to develop robust models and turn them into actionable results.




Fundamental Review of the Trading Book

The Fundamental review of the Trading Book opens a new era on regulatory perception of the embedded risks in trading positions.  Click here to read more



Risk management in exotic derivatives trading: Lessons from the recent past

Banks’ product offering has become more and more sophisticated with the emergence of financial products tailored to the specific needs of a more complex pool of investors. Click here to read more


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