The increasing dynamism and complexity of the modern business environment has put risk management high on the agenda of all financial institutions. This growing consciousness has been complemented by various regulatory initiatives, not only to standardize global practices but also to paint a road map towards increasing sophistication. At the heart of this change is technology.
Our Mission is to be the first-choice resource for financial institutions worldwide implementing and managing risk technology solutions
Value-based ERM & Basel II
Treasury Risk Management
Value-based Compliance
Pillar III Focused Services
MiFID Compliance
 
Building reports:

As a part of Regulatory compliance for Basel II, Monitoring, Calculating, and Reporting the capital requirements is necessary for an Enterprise, to give a fair picture of all types of risks across various business lines.

Risk Technologies reporting framework would help the firms to address and better understand the risk exposures (Credit Risk, Market Risk, and Operational Risk):
Portfolio risk exposures across various dimensions, including geographies, customer segments, business lines and
product groups.
Views
Dashboards:

      • To assist different managerial/executive in gaining greater
         insight through enterprise reporting in various formats.
      • Rich formatting and depiction capabilities through dashboard,
         scorecards, crosstabs, bar/3D bar, pie/doughnut
Cubes
• Powerful ‘slice and dice’ analytics, extending prominent information delivery capabilities of solution vendor tools • Portfolio Analysis at the aggregate portfolio management level analyzing across various dimensions such as industries, maturity, geography
• Ability to identify trends in KRI’s and loss events across business lines and levels of the Management Organization • Assessing and analyzing the present credit risk exposures and tracking the migration of the credit risk scores
Building reports
RiskTech consultants can define comprehensive reporting and analytics capabilities, in line with requirements of banks and financial institutions across the globe, including some of the following:
  • Reports showing capital allocation and attribution in different business units, geographies, across regulatory capital and economic capital
  • Critical operational risk losses across different business units in the bank
  • Exceptions in the level of KRIs
Datamining models
Usage of powerful datamining techniques for categorical analysis, clustering, associations, feature selection for a wide variety of functions including the following:
  • Building models to predict critical parameters such as probability of default, loss given default, exposure at default
  • Building clustering models to address issues such as risk pooling

Tools/ Engines:

ALM and FTP
  • Stochastic modeling pertaining to Parametric and Monte Carlo-based VaR estimation
  • VaR and EaR simulation
 
• Variance reduction techniques (moment matching, antithetic sampling and Sobol sequences)
  • Net interest income simulation
  • Deterministic parallel and non-parallel shifts
  • Market valuation
  • Multi-factor behavioural and pre-payment modeling
  • Suite of financial instruments
  • Simulating opportunity costs of embedded optionality
Regulatory Capital
  • Capital Allocation Engine
  • Customer Profitability Engine
  • Regulatory Capital Calculation Engine
  • Retail Pool Definition Engine
Credit Risk
  • Credit Scoring Tool
  • Structural models
  • Sensitivity Analysis
  • Simulation
  • Pricing Engine
  • Collateral Valuation Pricing model
Quantitative models (Statistics/ Operations Research)
• Credit Risk for Economic Capital
  • Risk-adjusted performance analysis
  • Stress testing
  • Stochastic loss given default

• Backtesting & Stress testing framework for VaR modeling
• Conditional VaR Modelin
• Conditional Autoregressive VaR Modeling
• Bayesian VaR Modeling
 
© Copyright 2007, Risk Technology International. All rights reserved. Home    l   Careers    l    Contact Us