Our personnel have over 20 years of experience in the regulatory sphere with knowledge in such areas as Market (Equity, Interest Rate, Commodities, FX product/risk classes, VaR modelling), Credit (limit, Counterparty Credit, Netting within/across product/classes, modelling, pricing), Operational risk (simple, AMA), Basel, Liquidity, Statistical, Statutory, Management reporting.

Specific design examples include effective ten-days netting within commodity market risk saving a client circa a million pounds in capital. New equity market risk calculation method introduced a few years ago, Counterparty credit risk add-on netting for banking and trading book derivatives, application redesign to accommodate IFRS changes, several successful reporting application implementation in a variety of financial institutions and so on.

Tools and technology expertises employed in this area includes, COBOL, Java, MS Access, MS Excel, SQL, Test Director, rFRAME, FiRE, Data foundation, STB/Lombard risk, Rapid SQL, Toad, MS Word, VBA, Perl, PHP, HTML, UML, OO, MS Visio, MagicDraw, MS Project, Credit Data Repository and so on.

Contact us via this site (registration) , email or call 020-8312-9754 to discuss your requirements further.

Experienced, innovative regulatory technology for a global business.