Good market risk management relies upon clearly defined levels of risk appetite and the precise collection, management and interpretation of market data.
A bank must be able to tell at any time the impact of movements in financial markets.
We can work with you on all the main areas of market risk, providing quantitative, qualitative and project management expertise on:
- Governance – develop your existing market risk policies in line with your strategy and risk appetite
- Policies and Procedures – concise and defined policies and procedures in line with your strategy and proportional to your business needs
- Data – identify areas where market data management is not sufficient
- Risk Mitigation – identify and rectify any shortcomings in your risk mitigation processes, control, monitoring and reporting
- Information Systems – identify any deficiencies in your technological platform as well as undertaking a technology selection evaluation
- Modelling – use specialised mathematical modeling techniques to develop appropriate models for your business
- Stress Testing – establish a methodology and policies together with detailed focused tests
- Reporting – design and prepare timely, concise and accurate management and regulatory reports