Risk Modeling
We’ve all heard it: No risk, no reward! Business efforts are never totally risk-free. This is where we come in, helping companies on minimizing risk as well as maximizing profits.
Services

Report sample


Risk Modeling
As per our definition of risk, the measurement of profit and loss (P&L) distribution. Volatility and VaR are some of the tools we use to gauge the scale of potential losses as well as the spread in the P&L distribution.

If done right, risk modeling provide crucial insights that could help an organization make well informed financial, strategic, and operational decisions.

Types of Risk
The application of risk modeling mainly depend on organization's goals. There are several types of risk, but some common ones are credit, market and liquidity risks.

Risk Management Tools
  • Volatility & VaR
    • Historical VaR
    • Monte Carlo VaR
    • Parametric VaR
    • Expected shortfall / stressed VaR

Looking for risk modeling consultant? Please get in touch with us.

Our solutions
Risk Modeling
As per our definition of risk, the measurement of profit and loss (P&L) distribution. Volatility and VaR are...

Derivative Pricing Models
Valuation of assets require a deep understanding of the market as well as the asset in question. We use...

Model Validation
For risk model validation, the correct question is not: ‘Is the risk model right?’ or ‘Is the risk model correct?’...