Deep Insights. Deep Expertise.
Internal Model Approach (Basel)
We partnered with a Top Tier South African institution to design and deliver, a market leading platform for market risk measurement under the Internal Model Approach (Basel).
We delivered a first of its kind, configurable reporting framework, to deliver a wide range of risk analytics on an entirely configurable and automated basis. In addition to the core system, we also implemented a robust, clean reconciliation between risk and finance, with a granular PnL attribution, and risk-based backtesting process which provide clear visibility on risk model performance and adherence to trading mandates at individual desk levels. Visit riskworx.com and our LinkedIn page