
Overview
Market Risk Approach
Our services enable our clients to review and benchmark the trading and market risk functions and develop comprehensive framework for identification, measurement, monitoring, and control of market risk across all asset classes. We evaluate existing market risk management framework and identify the areas of improvement to help the clients in augmenting their capabilities.
By benchmarking the frameworks focusing on the specific nature of the business being conducted, we offer practical and appropriate advice on how the market risk management framework could be strengthened.

Support our clients in prospective and retrospective hedge effectiveness testing, in compliance with IFRS 9 requirements.
We are constantly innovating to meet the latest changes in market risk such as extreme value theory, reverse stress-testing, incremental default charge, Basel III revised standard capital charge and latest guidelines known as ‘Fundamental review of Trading Book’ (FRTB).
Offerings
Our Offerings towards Market Risk

Market Risk Management Framework
Market Risk Management Framework

Market Risk Analytics

Market Risk Analytics

Derivative Valuation & Hedging Strategy
Fundamental Review of Trading Books (FRTB)
Derivative Valuation & Hedging Strategy
Fundamental Review of Trading Books (FRTB)
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