Risk Management solutions

Over the course of our 10-year+ experience and looking ahead, our mission to produce efficient risk management solutions appears to be as challenging as ever.

Financial crisis has revealed weaknesses not only in risk modeling but also in the way risks are being managed: from end of day to real time, from passive to active. As a reaction to the skepticism against risk modeling, the robustness of any risk assumption needs to be proven in real world conditions, while the results produced need to be traceable. At the same time, the importance of Stress Testing has grown significantly. More complex multi risk factor scenarios keep emerging covering market wide and idiosyncratic shocks in multiple areas affecting Liquidity, P&L, Capital, Reserves etc.

Also, regulation is becoming increasingly complex in different areas and industries for example Basel III, Counterparty risk, Liquidity risk, Stress testing, Solvency II, UCITS Directive, AIFM Directive.

In view of all the above, we have the challenging mission to produce multi-discipline risk solutions by leveraging best practices we find in other sectors. These solutions need to comply with multiple jurisdictions, incorporate the best practices that keep emerging, while maintaining an overall low cost and speed of implementation. A daunting challenge that we are glad to take!