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:
C: Dilbagh Kalsi
D: +44 (0) 7703 788 016
E: dilbagh.kalsi@fintegral.com