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Slide 1

Planning and implementation of global risk policy including EWRM and ERM framework for enhancing enterprise value
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Risk Strategy

Slide 2

Both extended VaR and Expected ShortFall methodologies to complement VaR, SVaR, IVaR, MVaR and RNIV coverage
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Risk Modeling & Analytics

Slide 3

Systems assessment, selection and implementation including leading ETRM and CTRM technologies
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ETRM Risk and Trading technology

Slide 4

Full implementation of SR11-07 guidelines and MRM procedures.
Data life cycle management and Lineage and Audit and Model assessment

Master Data Management

Slide 4

Modelling of both Market and Credit Risks including CCAR models for CRM, IRC, DaR and IDR and Credit Risk models as PFE, PE and PPE incuding Credit VaR CVaR

Market & Credit Risk

Slide 4

Delta/Gamma Hedging strategy implementation for both Long and Short position using both Dynamic and Static hedging

Volatility Modeling and Trading strategy

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Risk Strategy

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