Description

Market Risk Services can help identify, monitor, manage and mitigate market risks for financial and non-financial institutions.

Financial Market Risk - assists with the systematic management of market risks in the financial arena. Encompasses market risk strategy and controls, risk-adjusted performance measurement, and reporting structures and procedures, as well as Financial Instruments Accounting. Can be applied to evaluations of portfolios or transactions.

Liquidity Risk - can help financial institutions mitigate cash positions and meet liquidity requirements. Provides for the development and implementation of sophisticated liquidity management processes.

Commodity & Energy Market Risk - can help companies mitigate the risks of today's commodity and energy-dealing environment. Reviews technical modeling approaches, valuation and pricing analyses, and sustainability, accounting, and compliance issues.

Features

• Evaluate existing risk management and trading control frameworks; identify any weaknesses; offer practical and appropriate advice on how to strengthen controls.
• Preparation for internal Value-at-Risk (VaR) model approval.
• Quantitative validations of both VaR and derivative pricing models.
• Advice on market-to-market and fair value appraisals; preparation of existing portfolios for hedge effectiveness testing to comply with IAS requirements.

Benefits

• Being confident that the underlying risk framework is capable of withstanding the challenges confronted by an expanding trading business.