| With capabilities in the market, credit, and operational domains,
Irevna offers best-in-class services to risk managers. Most Irevna associates
are MBAs, CAs, CFAs, PhDs, and engineers from premier educational institutes
around the world.
We are proficient in risk assessment and quantification, the
development of tools and frameworks based on Basel II guidelines, stress
testing, and risk monitoring and reporting. Irevna helps clients develop Value
at Risk (VaR) models using various quantitative methodologies such as Monte
Carlo simulations, extreme value theory, multi-factor regression analysis, and
GARCH models. We also support risk departments by stress testing their
proprietary models, conducting performance attribution testing of their
portfolios, carrying out secondary research on the macroeconomic climate, and
regularly monitoring various risk metrics.
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Risk Assessment:
Irevna uses our clients' analytical models to assess risk by analyzing drivers
and cycles, identifying the strengths and weaknesses of units, and benchmarking
them against industry standards. We also deliver counterparty assessment and
credit sourcing reports. Associates also help clients develop self-assessment
scorecards and frameworks.
Risk Quantification:
Irevna develops various VaR models in line with the needs of our
clients. Our experienced analysts have completed multiple projects involving
credit, market and operational VaR modeling. We conduct performance attribution
tests on clients' portfolios as well.
Risk Monitoring and Reporting:
Associates continuously monitor various risk metrics and indicators, and report
them to risk managers, desk heads and top management. Based on our clients'
needs, we also develop automated monitoring and reporting dashboards that can
easily be integrated into risk systems.
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