Comprehensive market risk solutions that help financial institutions measure, monitor, and manage exposure to market volatility and interest rate changes.
Our market risk management services provide financial institutions with sophisticated tools to measure and manage exposure to market volatility, interest rate changes, and other market factors. We combine cutting-edge analytics with regulatory expertise to deliver comprehensive market risk solutions.
From interest rate risk in the banking book (IRRBB) to net interest income modeling and economic value of equity calculations, our team helps organizations build robust market risk frameworks that support strategic decision-making.
Sophisticated market risk modeling and measurement
Comprehensive IRRBB measurement and management
Advanced stress testing and scenario analysis
Continuous market risk monitoring and reporting
Comprehensive interest rate risk in the banking book measurement and management frameworks compliant with regulatory requirements.
Advanced NII modeling and forecasting to assess the impact of interest rate changes on earnings and profitability.
Comprehensive EVE calculation and analysis to measure the sensitivity of economic value to interest rate changes.
Advanced stress testing frameworks with comprehensive shock scenarios for market risk assessment.
Average accuracy of Value-at-Risk models across all market risk factors
Reduction in interest rate risk exposure through optimized hedging strategies
Improvement in market risk reporting and calculation processing time
Average reduction in unexpected market losses through better risk management
Comprehensive analysis of current market risk exposure and existing measurement frameworks.
Development of sophisticated market risk models tailored to your business and risk profile.
Model calibration using historical data and market parameters for accurate risk measurement.
Rigorous model validation and backtesting to ensure accuracy and regulatory compliance.
Deployment of market risk models and integration with existing risk management systems.
Continuous monitoring of model performance and market risk metrics with regular reporting.
Let our experts help you build advanced market risk frameworks that provide accurate measurement and effective risk control.