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"Category: Case Study"
![](https://www.riskworx.com/content/uploads/2022/06/model-validation-300x104.png?x17390)
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![](https://www.riskworx.com/content/uploads/2022/06/Multicurve-Frame-Work-300x103.png?x17390)
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
![](https://www.riskworx.com/content/uploads/2022/06/Data-Science-Market-Data-300x104.png?x17390)
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![](https://www.riskworx.com/content/uploads/2022/06/Collateral-Funding-Discounting--300x104.png?x17390)
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
![](https://www.riskworx.com/content/uploads/2022/06/Credit-Risk-–-IFRS9-Expected-Credit-Loss--300x104.png?x17390)
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
![](https://www.riskworx.com/content/uploads/2022/06/Model-Validation-Remediation-Market-Risk--300x104.png?x17390)
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
![](https://www.riskworx.com/content/uploads/2022/06/Model-Validation-–-Market-Risk--300x104.png?x17390)
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![](https://www.riskworx.com/content/uploads/2022/06/Intrest-Rate-Risk-For-Front-Office-Par-Risk-300x104.png?x17390)
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![](https://www.riskworx.com/content/uploads/2022/06/Funds-Transfer-Pricing-300x104.png?x17390)