Expertise > Risk management > Market Risk



The major tasks of risk management applied to Market Risk, namely the identification, assessment, monitoring and control/mitigation of Market Risk.

RiskWave expertise covers the full spectrum of Risk Management services, enabling us to help Risk Managers, traders, product controllers, quant and treasurers focused on their core activities and deliver the most of their risk management systems and solutions  

Identification

- Riskwave has built a risk identification matrix, covering all the risks factors embedded in Equity, Credit, IR and FX products.


Assessment

- We prefer the term assessment to measurement, thus highlighting the statistical nature of trading Risk management techniques

- Derivatives Pricing

- GARCH

- VAR


Monitoring

- Risk Reporting

- Stress Testing

- Back Testing


Control / Mitigation

- Trade off between Risk and Rewards

- RAPM, RAROC, RORAC

Risk Management
Market Risk
VAR
Stress Testing & back testing
  White Papers
  Crédit Risk
  Operational Risk
Trading & Risk System
 
 
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