It is a hard reality that the financial services industry is adjusting to a burdensome cycle of structural regulatory changes around the world. While achieving, and maintaining regulatory compliance is viewed as elusive, our view is that the implementation of an efficient regulatory compliance framework is a competitive edge for institutions across a wide spectrum size and complexity.
Data Conversion and Technology
We provide services for complex and large data ingestion, migration and management projects including FpML, XML and other conversions for trade, market and risk systems.
Independent Price Validation and Prudent Valuation
We have partnered with the world’s premier enterprise quantitative modelling companies to provide valuation & modeling services that can be deployed on an enterprise or one-off basis.
Model Validation and Stress Testing
Our model validation services work at both process and specific validation of models along with writing appropriate documentation.
Regulatory Trading Desk and Capital Management
Much of the FRTB’s new paradigm for market risk management revolves around the creation of the Regulatory Trading Desk (RTD). At its core, FRTB’s risk framework calls for the management, reporting and attribution of regulatory capital at the RTD level.
Fundamental Review of Trading Book (FRTB) Advisory, Challenger Models, Benchmarking and Implementation
FRTB’s framework fundamentally transforms the way banks around the globe will manage trading activities as well as the way markets behave for buy and sell side participants.