Capital Risk Management

We provide be-spoke risk management services for small-to-medium firms that find outsourcing of their risk functions economical. We have decades of experience, in the capital markets, pricing and risk models, with a deep talent pool to draw from. Services include such as

• development of risk models for regulatory compliance such as VaR, FRTB, ILAAP and ICAAP

• market risk frame-work and risk analytics development

• Model Risk management services (or Model Validation services)

• Derivative pricing development for price-testing/calibration and expert opinion.

We provide be-spoke and standardised analysis and testing services for the investing community; namely

• Back-testing and risk/performance of algorithmic or any trading strategies - such as Sharpe Ratio/draw-Down/risk-reward metrics/correlation metrics.

• Upon request, we can provide analysis of factors that boost or reasons that explain the under-performance of any trading strategies sent to us.

For example, we performed analysis for a client where we identified the strategy under-performs in periods of extreme volatility and exposure to idio-syncratic risks. The client adjusted his strategy to reduce exposure during volatility spikes, and managed to improve his Sharpe Ratio by a factor of 1.6.