Financial Risk Management

The recent boom in regulatory requirements has had an overwhelming impact on risk management departments, as proper calculations for VaR, Potential Future Exposure and Specific Risk increasingly need a wealth of security information and processing power. Additionally, compliance, surveillance, and reporting requirements have increasingly burdened risk departments with activities which require specific process workflows.

Tєcsilon has proven expertise in market, credit and operational risk and provides world-class advisory and technology services.

Subject Matter Expertise

• Quantitative Risk & Analytics: VaR, Credit and Counterparty Risk, FRTB, CECL.
• Risk Modelling: Monte-Carlo simulation, Macro-economic Regressions, PDEs, Operational Risk
• Daily Risk Management: Limits monitoring, sensitivity calculations, report generation, Dashboard aggregation
• Economic Risk Capital Calculation
• P&L Calculation and Product Valuation reporting
• Stress Testing and Capital Planning
• Liquidity Risk Management
• Treasury and Asset & Liability Management

Technology Services

• Building and maintaining Enterprise Risk Systems including integrating the bank’s in-house frameworks with calculation engines such as Summit, Murex, and Sophis.
• Collateral management systems implementation
• Limits monitoring systems
• Market and operational risk systems development
• Datawarehouse, Data Feeds and Data Management.