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Climate Risk Types & Classification Climate risks, as they could filter through to affect a bank, are classified into three groups, namely, physical risks, liability and disclosure risks and transition risks 1. This article will look at transition risks as they relate to financial institutions. Transition risks arise from changes in technology due to new …Read more
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 sub-Saharan Africa.Read more
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
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 Risk) solution.Read more
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
A Tier 1 South African bank was experiencing challenges with their internal Market Risk model and engaged Riskworx to assist in addressing these challenges.Read more