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"Tag: Riskworx Academy"
The Riskworx Academy recently delivered a series of Balance Sheet Optimisation workshops for staff of the FirstRand group. The main purpose of these three-day workshops was to instil a practical read more
The Riskworx Academy recently presented a 4 day bank simulation workshop for the UCT (university of Cape Town) 2021 MCom Finance & Risk students, at their campus. The workshop, sponsored read more
The Riskworx Academy was recently on assignment in East Africa to deliver online FX Risk Management Training.
With Africa’s perennial reliance on international commodity trade and a strong correlation between read more
In December 2021, the Riskworx Academy presented a Strategic Balance Sheet Management Masterclass to delegates from banks all over Africa.
The audience were all experienced Treasury, ALM or Balance Sheet read more
SARB Interest Rate Benchmarks: Over the last 3 years, banks across the globe have been planning and adjusting to the introduction of new Risk-Free Rates (RFRs) such as USD SOFR, read more
Now in it’s 4th year, the annual Riskworx Graduate program (known as the Mavericks program) kicked off in the last week of January ‘22 and is in full swing, with read more
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Case Study 1
Multi-curve Framework
Multi-curve Framework: The TOM covers all aspects of the Global Market business relating to interest rate curves: organisation, including people and skills, governance and control, functions and processes as well read more
Multi-curve Framework: The TOM covers all aspects of the Global Market business relating to interest rate curves: organisation, including people and skills, governance and control, functions and processes as well read more
Case Study 2
Model Validation
Model Validation: Riskworx was engaged to perform a full model review across all asset classes, including valuation, sensitivity, stress testing and historical scenario analysis, and an assessment of parameterizations within read more
Model Validation: Riskworx was engaged to perform a full model review across all asset classes, including valuation, sensitivity, stress testing and historical scenario analysis, and an assessment of parameterizations within read more
Case Study 3
Data Science (Market Data)
They also required the development of control methodologies around the market data time series. Leveraging data science (market data) techniques (Long short-term memory (LSTM) neural networks, autoencoders and convolution neural read more
They also required the development of control methodologies around the market data time series. Leveraging data science (market data) techniques (Long short-term memory (LSTM) neural networks, autoencoders and convolution neural read more
Case Study 4
Collateral, Funding and Discounting
Riskworx produced a theoretical framework and a view of the best practice operating models to manage discounting risk and collateral cost. Riskworx then reviewed the existing framework and provided recommendations read more
Riskworx produced a theoretical framework and a view of the best practice operating models to manage discounting risk and collateral cost. Riskworx then reviewed the existing framework and provided recommendations read more
Case Study 5
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 read more
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 read more
Case Study 6
Front Office Modernisation
Riskworx were responsible for refactoring the risk environment to improve the analytical capabilities provided by risk, the migration of positions, trading and the risk environment, and engagement with the regulators. read more
Riskworx were responsible for refactoring the risk environment to improve the analytical capabilities provided by risk, the migration of positions, trading and the risk environment, and engagement with the regulators. read more