Euclides Risk Solutions Ltd

Counterparty Risk Modelling, Regulation, XVAs, Model Risk, and Model Governance

 

Areas of focus include:

• Counterparty Credit Exposure & XVA Methodologies, Modelling and Testing

•  Reviews of Credit, Market, Operational Risk and Pricing Models and their Model Governance 

• CCAR submission and Model Risk Management Horizontal Exams

• Assessments and change initiatives in line with regulatory requirements in Basel/ CRR, BCBS/ IOSCO Uncleared Initial Margin, IFRS9, ICAAP, TRIM, SR 11-7, and SR 15-18

• Stakeholder relationship management

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