Riskworx Management
Written by Lawrence Magubane 17 Jun 2022
A Tier 1 South African bank engaged Riskworx to build an FRTB model validation framework to support a new Risk Engine implementation, as part of the bank’s Basel IV programme.
read more
Riskworx Management
Written by Pierre Gravellini 17 Jun 2022
A Tier 1 South African bank commissioned Riskworx to design a Target Operating Model (TOM) for its Global Market interest rate curve framework.
Solution:
The Riskworx team delivered a TOM read more
Riskworx Management
Written by Vusumuzi Moyo 17 Jun 2022
A Tier 1 South African bank needed to validate the market data time series used in their Value at Risk (VaR) and Capital Calculation processes. They also needed to establish
read more
Riskworx Management
Written by Pierre Gravellini 17 Jun 2022
A Tier 1 South African bank commissioned Riskworx to write a white paper on “Collateral, Funding and Discounting” in the modern-day context.
Solution:
Riskworx delivered a theoretical framework and a read more
Riskworx Management
Written by Illse Nell 17 Jun 2022
Riskworx was approach by a financing company to review their model for calculating ECL (Expected Credit Loss) for the purpose of IFRS9 Credit Impairment reporting.
Solution:
The existing model was read more
Riskworx Management
Written by Ashley Kanter 17 Jun 2022
A Tier 1 South African bank was experiencing challenges with their internal Market Risk model and engaged Riskworx to assist in addressing these challenges.
Solution:
The Riskworx team performed a read more
Riskworx Management
Written by Ashley Kanter 17 Jun 2022
Having modernised and updated their internal Market Risk model, a Tier 1 South African bank needed to validate it across the full range of asset classes, to ensure its integrity.
read more
Riskworx Management
Written by Selebelo Selamolela 17 Jun 2022
Having embarked on a Front Office and Risk transformation journey, our Tier 1 South African Bank client needed to validate their newly implemented Interest Rate Risk for Front Office (Par
read more
Riskworx Management
Written by Illse Nell 17 Jun 2022
A Ugandan bank needed a model to calculate their twelve-month Earnings at Risk (EaR) figures and allow them to apply non-parallel shocks to the interest rates influencing their Income Statement.
read more
Riskworx Management
Written by Illse Nell 17 Jun 2022
Riskworx was approached by a consulting company that required our quantitative skills to build a multiple-pool approach Funds Transfer Pricing (FTP) model for their client, a Tier 2 bank in
read more
At our core, we’re problem-solvers, We add a dose of humanity to
Financial and Quantitative Modelling to provide answers and overcome challenges.