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
19.09.2024 / 10:00
Learn how the FRTB standardized approach reshapes risk management for EUR equity options. We break down the essentials of equity, interest rate, and default risk.
06.05.2024 / 09:00
Discover with us each financial product's risk types which drive the product’s value. We will also show you how to calculate them!
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.
