We have project managed and provide business analysis for the development of a number of risk related systems. Most recently to support the Basel 2 requirements.
Our Risk expertise includes:
Market Risk
Yield curve construction
Volatility curve construction
P&L analysis
Performance measurement
Gap analysis
Cash flow
Equivalent hedge analysis
Stress/ Scenario testing
Value at risk (VAR)
RAROC
Limits
Credit Risk
Enterprise level
Exposure Measurement
Excess reporting
Close out netting
Credit portfolio models
Collateral Management
Settlement risk
Credit derivatives
