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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.Read more
A Tier 1 South African bank commissioned Riskworx to write a white paper on “Collateral, Funding and Discounting” in the modern-day context.Read more
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 control methodologies around the market data time series.Read more
A Tier 1 South African bank commissioned Riskworx to design a Target Operating Model (TOM) for its Global Market interest rate curve framework.Read more
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. The scope included performing a regulatory Quantitative Impact Study (QIS) and reviewing the methodology, modelling, and assumptions.Read more
Recently, Tesla stock’s relatively low ranking of its ESG score within the S&P 500 ignited the wrath of Tesla’s boss, Elon Musk (FT, 2022). ESG ratings are becoming more prominent and relevant for stock selection criteria, but what is the relationship between good ESG performance and a good performing stock? Growth stocks (e.g., Amazon, Netflix, …Read more