Case Studies and Engagements
Fundamental Review of the Trading Book - FRTB
Latest Engagements
Engaged in FRTB with multiple clients over the past few years, we’ve managed project executions, conducted business and impact analyses, and implemented target operating models (TOM) to develop the Standard Approach and Internal Model Approach. Lead business process and data mapping initiatives to determine current and future states within market risk departments. Through technical market data analyses and quantitative impact studies, we’ve administered rigorous testing, model validation, and risk metrics to guide clients through regulatory deadlines on the new Standardized Approach.
More Case Studies
Capital Markets Migration and Integration
Back and Middle Office Outsourcing
CDIC Act Co-Owned and Trust Disclosure By-Law
SRD II (Shareholder Rights Directive)
Margin Rules Compliance for Uncleared Swaps
Fundamental Review of the Trading Book - FRTB
Regulatory Reporting Framework
Automation of Reg YY and Reg W Reporting
FRTB Model Development (Standard and Internal)
Operational risk using predictive analytics
Workplace Transformation - Capital Markets Real Estate
Fixed Income Broker Dealer Acquisition Integration
Global Bank Equities Post Merger Integration
Collateral Management Implementation
Audit and Regulatory Reporting Overhaul
Structured Notes and Equity Derivatives Modernization
Volcker Front Office Implementation
Calypso Money Market Migration