RISK & REGULATORY

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We have successfully delivered a series of group wide risk management solutions for global banks.

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Risk High-Level Consultancy

· Optimissa offers comprehensive risk management solutions for banks and other trading institutions.
· Proven experience and capability in the areas of market and credit risk for local and global banks.
· Global strategies for risk management solutions covering all asset classes to suit client trading.
· Comprehensive risk strategies to include regulatory risk requirements.
· Risk programme and project management planning, including devising group wide risk policy.
· Specialist consultancy covering issues such RFPs, POCs, sizing, market data, reference data.

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Risk Consultancy

· Determination of risk attributes of assets; e.g. risk factors, credit, specific risk factors, etc.
· Determination of market/reference data requirements; e.g. outliers, back-filling, interpolation, extrapolation, etc.
· Curve construction; e.g. bootstrapping, correlations, splining, etc.
· Suitability and nomination of proxies, with documented justifications.
· Suitability of valuation models.
· Risk methodologies by asset class, taking into account non-modellable risks.
· Backtesting, stress testing, regulatory stress, etc.
· Risk reporting, management dashboards, analysis by different risk criteria, etc.

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Risk Change Management

· Definition of group wide risk policy.
· Implementation planning; e.g. SLAs, deployment planning, data take-on, parallel running, etc.
· Process changes; e.g. before and after processes, training, revised manuals, etc.
· Trading reviews and changes; eg. risk appetites, capital changes, limit changes, etc.
· Operational changes; eg. staff planning, desk updates, revised reporting lines, etc.

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Summary of Risk Capabilities

· Proven global risk strategists.
· Successful track record of implementing risk solutions at clients around the world.
· Advisory services regarding regulatory and market risk issues.