For a Tier I Spanish bank, we designed, implemented, and validated market and counterparty credit risk processes for six Latin American subsidiaries and headquarters. The result: consistent risk standards, integrated ALM measures, and a smooth transition to a new vendor platform.
For a Tier I global financial institution in Italy, we designed and implemented the FRTB process (SA and IMA approaches), becoming the first institution with daily production since 2016. The project also covered ALM & liquidity risk, market risk, and counterparty credit risk.
Working directly with regulators, we supported a European institution in obtaining approval for its internal risk models. This not only ensured compliance but also enhanced the bank’s credibility with investors.
A Tier 1 bank in Latin America faced challenges meeting new capital adequacy rules. We led the implementation of advanced market and credit risk methodologies. The result: the bank strengthened resilience, optimized capital allocation, and secured regulatory approval months ahead of schedule.
