The financial industry is a complex and competitive sector where new advancements take place every day. Institutions face the need to be up to date with the latest developments in statistics and modeling, not only for maintaining their competitive edge, but also for satisfying the constantly evolving regulatory requirements.
We can help you to be at the forefront of the mathematical modeling advancements. Among our team, we count with several PhD’s in science with a strong background in mathematical finance and a wide expertise in the Basel regulatory framework.
Our expertise in consultancy and validation covers:
- Estimation of credit risk parameters for corporate and retail portfolios.
- IRC and CVA capital requirements.
- Stress scenario generation for market risk.
- Derivative pricing.
- Construction of operational risk models.