tracker
marktrisiko

Market risk

Faced with continuously changing markets and increasing regulation, financial institutions need to regularly review and optimise their models, processes, and systems for measuring and managing market risk. We have been helping our clients - banks, insurers, asset managers and clearing houses - with these complex market risk issues for many years. We are the right partner for you when it comes to implementing new regulations such as prudency requirements in risk management, solvency and derivatives regulations (e.g.  CRR / CRD IV, Solvency II, and EMIR), as well as other market risk issues. Besides advising many of our clients on implementing or extending their market risk models, we are experienced in seeing regulatory approval processes for internal models through.

 

Our website also contains more information about our other areas of expertise, and how we can leverage our experience in the market risk environment to your advantage.

Current market risk topics

Together with our clients, we are working on many current market risk topics: We examine and discuss key changes to the market environment and new regulatory requirements, assessing the impact on the client's portfolio and determining the need to adjust methods and systems. Follow the links below for an overview of current topics::

Managing market risk

Investing in a sound risk culture can pay dividends in every area of your organisation. It can help you to take calculated risks and exploit opportunities as they arise. You can benefit from our expertise in the areas of risk measurement, risk controlling, and risk management (more...

Designing market risk models

Increasingly complex markets demand highly effective and adaptable risk models. We can help you with their design and implementation (more...)

Optimising market risk processes

Efficient processes play a key role in successful market risk management. Our services cover the entire spectrum of processes in the market risk environment. We are experienced in both functional specification as well as technical implementation, from the design, introduction and documentation of processes to their optimisation (more...

Implementing market risk systems

Reliable and sustainable measurement of market risk is a prerequisite for a stable and flexible market risk system. We can help you to select, introduce, review and update your market risk architecture (more...

Validating market risk models

The acceptance of your risk indicators by internal and external stakeholders crucially depends on an in-depth validation of your risk model. Based on our experience of market risk projects over many years, we know which factors are key to the quality of a risk model and we are intimately familiar with validation procedures (more...

Gaining regulatory approval as internal model

Regulatory approval of an internal market risk model can not only relieve regulatory capital requirements but also help to improve risk management and to simplify processes. You can benefit from our experience with the approval process (more...

 

For further information call +49 69 90737-0 or send an email to

marketrisk@remove-this.d-fine.de.