Risk, XVA & Regulatory

Risk work arrives with a date attached. Our consultants stand up and evolve risk on the platforms banks already run, covering market, credit, liquidity and XVA, together with the reporting regulators expect. FRTB, SA-CCR, CVA and margining have all gone in to deadline.

Interpretation and audit

Regulatory rules leave room for interpretation. Our consultants help you take a position, validate the implementation against it, and keep the audit trail clean enough to survive review.

XVA, collateral and margin

These three cut across pricing, risk and operations at once. Implementation and support run on Murex, including SA-CCR and both bilateral and cleared margining. The numbers have to be right and the compute has to scale, so the desk trusts the output and operations can stand behind it.