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
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?
29.06.2023 / 11:24
There is a broad array of data sources available for free that help dive deep into understanding the ESG related indicators and take informed decisions. They range over Weather and Sensory data, NGO/GOs, Company data, Regulatory data, Market data and Surveys and statistics.
