Basel II, Basel III support:
鈥� Internal Audit of Operational and Credit Risk models (Credit Suisse London)
鈥� Compliance with internal rules and regulation requirements (PRA, FINMA and FED)
Asset Quality Review (AQR):
鈥� Review of banks internal models for financial instruments valuation
Credit Risk assessment and management:
鈥� Modeling and assessing counterparty risk (CVA on IRS and CIRS)
鈥� Back-testing of PD and LGD model on several scopes (DEXIA)
Solvency II:
鈥� Internal model validation of market risk (AXA Group)
Valuation of financial instruments:
鈥� Pricing and scripting complex equity derivatives products.
鈥� Pricing exotic Interest Rates, Equity, Foreign Exch...
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