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We Take Pride in Our Numbers
Years of Aggregated Experience
Statement of Work (SOW) Delivered
Past Consulting Projects
UMR (SIMM) System for Front Office
Implemented the calculation and reporting system for the front office to meet the expectations of users, management, regulators, and LoD-2 & LoD-3.
Validation of vendor risk models for the Prime business.
Validation of initial margin risk models
Implementations including Stress VaR component in the initial margin model
Maintenance of Front-Office models (LoD-1)
Answers to users, LoD-2 and LoD-3
Answers to questions from regulators
Implementation of procedures following SR 11-7
Inventory of risk models for Prime activity
Development of the economic and regulatory risk model for a GIC activity on structured products.
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