Services
Model Development
Model Development
Model Development
Services to the 1st line of defence (Revenue generating Business & Trading):
- Review of Model Documentation
- Review of Model Development & Implementation
- Conduct User Testing of Models
- Review of Model Governance & Regulatory Requirements
Model Validation
Model Development
Model Development
Services to the 2nd line of defence (Model Risk Management) in the validation of the models using our independently developed benchmark models if required:
- Review of Model Documentation
- Validation of Pricing Models
- Validation of Risk Models
- Validation of Capital Models
- Independent Price Verification
- Review of Model Governance & Regulatory Requirements
Model Risk Audit
Model Development
Model Risk Audit
Services to the 3rd line of defence (Audit) in the review of the full model life cycle implementation:
- Model Documentation
- Model Development
- Model Implementation & User Testing
- Model Validation
- Model Governance & Regulatory Requirements
Other Services
Training Courses
Market Risk & Credit Risk Management
Market Risk & Credit Risk Management
Services providing basic and advanced training courses in financial modelling.
Market Risk & Credit Risk Management
Market Risk & Credit Risk Management
Market Risk & Credit Risk Management
Services providing market and credit risk management across all asset classes.
Quantitative Analysis & Development
Market Risk & Credit Risk Management
Quantitative Analysis & Development
Services providing quantitative analysis and development support.