• Quantitative Risk & Valuation Advisory Services

Quantitative Risk & Valuation Advisory Services

Our dedicated team of quantitative analyst and risk management experts delivers a suite of risk and portfolio valuation offerings in addition to expert witness and litigation support services. We have addressed risk management and valuation challenges working directly within major investment banks and other financial institutions and now bring this unique experience of the coal face to offer client solutions. Drawing on a wider team of regulatory experts we deliver client-focused solutions across the entire range of market, credit and operational risk challenges.

With expertise gained from within major investment banks and other financial institutions and leveraging leading edge technology we offer risk management solutions (credit and counterparty risk, operational risk, liquidity risk, market risk, XVA), valuation services (across all asset classes from illiquid loans and bonds to complex derivatives and structured products), hedging advisory (pre- and post-trade, hedge selection, hedge effectiveness), complex financial services forensic solutions and expert advisory (market manipulation and distortion, valuation / illiquidity disputes, regulatory investigations) and data analytics and quantitative modelling solutions (model validation, stress testing, trading book review, data science and machine learning, statistical analysis).

Services

Valuation of Financial Products​​

  • All asset classes
  • Derivatives from vanilla to exotic
  • Cash instruments including loan & mortgage pools
  • Multiple model & calibration processes
  • Multiple data sources

Hedging Advisory

  • Hedge selection
  • Pre-trade pricing
  • Hedge accounting & effectiveness
  • Trade monitoring
  • Trade termination
  • XVA & credit risk

Expert Witness & Litigation Support Services

  • Market manipulation and distortion
  • Valuation / illiquidity disputes
  • Regulatory investigations
  • Market risk / credit risk management disputes
  • Best practice (market, regulatory)
  • Derivatives mis-selling / fraud

Data Analytics and Quantitative Modelling

  • Model validation
  • Methodology review
  • Stress testing
  • Trading book review
  • Data science and machine learning
  • Statistical analysis

Risk Management

  • Credit & counterparty risk
  • Operational risk
  • Liquidity risk
  • Market risk
  • XVA
  • EIR
 


Get in touch for a no-obligation conversation about your needs and challenges.

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