06.05.2024 / 09:00
FRTB Standardised Approach – Sovereign Bonds
Discover with us each financial product's risk types which drive the product’s value. We will also show you how to calculate them!
Governance, Risk Management, Compliance
Markus Rieß
Managing Director
Stefan Weichert
Director
Articles
Read the latest articles on Environmental, Social & Governance (ESG).
The relevance of environmental, social and governance (ESG) factors for our customers is steadily growing. Some of them directly influence the level of regulatory compliance and company valuation. FORRS helps to navigate the highly complex ESG landscape.
Our ESGAdvisory Services
Portfolio optimization under ESG
Algorithmic based ESG asset allocation
System integration for ESG data
Regulatory reporting
Risk model extension
Stress tests
Physical and transition risk management
ESG status checks
RelatedNews
18.04.2024 / 10:00
Model Implementation - The Future of Internal Market Risk Models according to FRTB
Discover the relevance of internal market risk models in the era of FRTB regulations. Our partner Stefan Weichert explores institutional hesitations around FRTB model adoption and unveils the potential advantages, including an analysis of cost, income variables, and crucial "soft" factors.
Governance, Risk Management, Compliance
31.07.2023 / 15:55
Value at Risk (VaR) vs. Expected Shortfall (ES)
Historical events like the financial crisis in 2008 have left substantial and persistent impacts on the banks’ contemporary risk management. Two prominent risk measures - Value at Risk (VaR) and Expected Shortfall (ES) - will be closer highlighted and assessed under different market volatility.
Governance, Risk Management, Compliance
Financial Market Losses