Market Risk review and assessment
Review current practices vs. best practices
Mark-to-market of the current portfolio
Review backtesting and improve risk model
Establish appropriate VAR limits
VAR assessment
Risk Management training
Presentations to directors & senior management
Training for risk management teams
Preparation of internal audit personnel
Market Risk and Value at Risk Workshop (in PDF)
Independent valuation
Mark-to-market of the current portfolio
Review of mark-to-market procedures and models
Exposure measurement and stress testing
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Market VaR for Excel by RiskStandard
Easy to implement and use add-in for Excel in VBA
Calculates VAR by clicking a button in the toolbar
Fixed income, equity, currencies, futures & options
Provides marginal VAR and portfolio VAR
All calculations are visible and can be reviewed
Basel II and Credit Risk review
Determine risk limits by counterparty and instrument
Determine economic & regulatory capital requirements
Review current practices vs. best practices
Design, model and implement an IRB system
Validate an IRB system that complies with Basel II
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