Market Risk

 praznaulicazagreb2

 

Banks are dealing with market risk in daily routines. Changes in foreign exchange rates, interest rates, stock prices and commodities makes the system vulnerable to financial losses.
The result of poor management of market risk resulting in lower earnings, cash flows, market value of assets.

 


 

 


Our specific services offer

  • Data quality and testing - integration of different sources of information and the definition of a common set of data
  • Validation of models and optimization - Independent validation methodology, analysis and implementation of market risk management models
  • VaR analytics - Development and implementation of VaR management processes
  • Internal audit services - Analytical support teams of internal audit
  • Stress test - An independent test of stress models of market risk
  • Data Collection and Cleaning - linking multiple data sources and provide a framework for identifying current and accurate values