Trading Book Risk
Fintegral helps banks to design, implement and validate quantitative models to better identify and monitor risks arising from trading book activities. Our modelling experts support banks in satisfying regulatory requirements, building best-in-class internal models and developing analytics to ensure risks can be easily managed. Our experience covers the full spectrum of traded risk modelling, including Market Risk, Counterparty Credit Risk, XVA and Margin Models.
Examples of how we help our clients include:
- Model Design: We assist clients in developing new models or enhancing existing models to capture additional risks, reach regulatory requirements or to run more accurately and efficiently.
- Model Implementation & Testing: Our consultants support the implementation and testing of new models, usually within the bank’s existing architecture, from prototyping all the way to production.
- Model Documentation: Our teams write clear and well-structured technical model documentation to ensure models are unambiguous and well understood throughout the bank.
- Onboarding: Our experienced teams assist in efficiently liaising between model developers and model validators to reduce the time and effort required to onboard new models.
- Model Validation: We support banks in validating models, both independently and alongside internal validation teams, which brings external experience and accelerates the model validation phase.
- Analytics: We develop and implement analytics on top of existing risk architecture to improve the dissemination of information across the bank and allow easier analysis and assessment of risks.
C: Dilbagh Kalsi
D: +44 (0) 7703 788 016