Latest Engagements

Engaged in Fundamental Review of the Trading Book (FRTB) with multiple clients over the past few years, we’ve managed project executions, conducted business and impact analyses, and developed target operating models (TOM) for 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.