There is no way to reduce business complexity. If you are able to accept & understand and it, you will find a way to manage it. FORRS understands your complex business.
Set up / review trading & investment frameworks (Portfolio replication, algo trading, ESG optimization)
Performance measurement (economic P&L, clean P&L, risk-theoretical P&L, P&L attribution)
Pricing of financial instruments
Proprietary valuation library
IBOR transition support
Analysis of data-driven & business-critical issues
Conceptual design of quality assurance methods
18.04.2024 / 10:00
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.
31.07.2023 / 15:55
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.
27.07.2023 / 08:57
How is data concerning mass chemical vendors relevant in understanding the effects on ESG factors?
