Consulting | Financial Markets | Services
Advancing risk management
Our value is added in various project stages ranging from conceptional work for upcoming changes over implementation projects, as well as optimization of processes and calculation methodologies for existing risk systems.
- Market risk (FRTB-SA, FRTB-IMA, IRRBB)
- Liquidity risk (LCR, NSFR, ILAAP)
- Counterparty risk (SA-CCR, Internal Model Method)
- CVA risk (CVA-BA, CVA-SA)
- ESG risk (physical risk, transition risk)
- xVA (CVA, DVA, FVA, KVA, ColVA, MVA)
- Model validation
- Market conformity check
- Independent price verification
Read our latest article on FINMA transparency obligations on climate risks in 2023.
Senior Manager Consulting, Germany
US Managing Director, USA
Partner, United Kingdom