Case Study 38: Market Risk – Model Validations

For a ME-Asian Bank

Bootstrap 101 Template
  • The Client is a Middle East Asian Multilateral Bank in the Energy Financing business.
  • Treasury team and Market Risk teams of the Bank.
  • We implemented Derivator and Riskrator our systems for pricing & ongoing validation of pricing models .
  • Derivator, a Derivative valuation and analytics tool was implemented .
  • Riskrator, a Market risk monitoring tool was implemented .
  • Currently the bank is monitoring market risk and derivative valuation completely on the system .
  • The client is able to better manage its market risk and gaining substantially in the process on the investment portfolio .
  • Currently the bank is monitoring market risk and derivative valuation completely on the system.
  • The client is able to better manage its market risk and gaining substantially in the process on the investment portfolio.
Are you ready ?

Get a free 30-min consultation with our experts. And also get an analysis report with some actionable insights post that for only $20
book a slot now