In the past two decades, world has seen desperate movements of market risk factors. Hedging strategies failed. Big financial firms got crashed down, unable to face economic shocks causing intolerable marked to market losses. Erratic commodity prices movements, interest rate volatility have become high priority topics of discussion in the recent financial world.
Our quantitative analysts bring in a lot of experience in risk factor modeling, financial instrument pricing and advanced market risk analyses and measurement. Our consulting services go beyond compliance issues and assist you with appropriate hedging strategies to optimize your returns subject to your risk appetite.
We are adept at building market risk solutions for regulatory compliance and setting up sound stress testing frameworks. CoreVision develops pricing models, tail risk calculations framework which is being used at several leading banks.
- Pricing of various instrument
- Regulatory compliance measurements
- Basel II - Capital Charge and Risk weighted assets computation
- VaR and Economic Capital computation
- Stress testing and Back testing framework