Our Market Risk Management professionals advise on the identification, modelling measurement, valuation, monitoring and management of market risks.
Our Market Risk Management professionals advise on the management of market risks.
Our Market Risk Management professionals advise corporations and financial institutions on the identification, modelling, measurement, valuation, monitoring and management of market risks.
We advise financial institutions on all aspects of traded and non-traded market risk. Our offer extends from quantitative analytics on derivative risk management through to advice on governance and regulatory requirements.
Valuations and validations
We value complex financial derivatives and test the methodologies underlying those products. Our staff are experienced in a full range of risk asset classes, and are up-to-date with the latest developments in XVA, discounting practices, and collateralised trades.
Market risk measurement and analytics
We assess portfolio risk models such as value-at-risk calculations. We also support international exchanges in testing and validating margining models.
Counterparty credit risk
We test credit exposure models in traded markets, and we advise on better practice methods in measuring exposure at default on traded risk positions.
Balance sheet risk management
We test models for measuring and reporting liquidity risk, interest rate risk management and funds transfer pricing. We advise on better practice in relation to the broader management of these risks.
We provide a range of services around trader conduct. We assist with trader surveillance and financial market manipulation investigations, and advise financial institutions on how to structure conversations with their clients and counterparties.
Hear Sally Freeman and Ian Shiels discuss the need for risk functions to innovate its operations in order to bring immense benefit to organisations.