Our model design workshops help you to determine the model purpose, input requirements, model structure and the impact on risk metrics.
Include the preferred model components in your model specifications, to cover the various modelling challenges.
Upload historical account and market data to estimate model relations based on historical client rates, market rates and account balances.
Add business input on behavioural components to choose models that match expert expectations in relevant scenarios.
Implementing and embedding the model in the organization is key for the success of the model calibration.
Our support consultants can help you to educate and align the main stakeholders to facilitate model understanding and acceptance.
Our reporting functionality allows you to calculate value (at-risk) and earnings (at-risk) metrics for internal and external reporting, stress testing and hedging.
Generate the insights you need to stay on top of the latest market and portfolio developments.
Use our solution to recalibrate periodically to keep your model aligned with best market practice and regulatory demands as well as portfolio and market developments.