Our customers
We work with a variety of clients. Some license and use our highly flexible software for a variety of functions. In other cases, we provide consulting on general risk management issues. Examples of our recent projects include:
- Development of stress-testing methodologies for a major European bank.
- Implementation of credit risk economic capital calculation engine for the Treasury operation of a major international bank.
- Assistance to major UK bank in preparing submissions to regulators on appropriate levels of capital.
- Analysis of the impact of liquidity requirements on banks for the UK's financial regulator, the FSA.
- Development of risk-based pricing for major power utility and energy trader.
- Review of Incremental Risk Charge trading book model for major UK bank.
- Solvency II modeling assignment for the European subsidiaries of two major US insurance companies.
- Implementation of stress-testing methods for trading book of major Italian bank.