Risk managment
GGI has extensive experience in the areas of:
risk Oversight
GGI has extensive experience in the areas of:
- Risk Oversight
- Risk Coverage
- Market Risk
- Credit Risk
- Operational Risk
Risk Coverage
Risk changes its form during its business cycle. Not only each step of risk cycle requires its own deep expertise, but also a total business understanding is essential to track how the forms are risk are related to each other. We cover the following areas of risk cycle:
- Market
- Credit
- Operational
- Strategic
- Legal
- Reputation
- Personnel
- System
Market Risk
Graviton offers a wealth of knowledge in managing market risk. We offer superior analytics in
- Deal modeling
- Option valuation
- Curve setups
- VaR
- Component VaR
- Expected shortfall (Conditional VaR)
Credit Risk
Credit risk affects the cashflows and hence, the company’s bottom line. Due to its potentially large impact, complex nature and its interdependence with market and operational risk, it is a complicated but very important subject. Graviton provides detailed but functional expertise in credit risk including
- Netting agreements
- ISDA
- Margining
- Cashflow modelling
- Base exposure
- PFE
- Expected loss
- Unexpected loss
Operational Risk
Operational risk is the risk of loss resulting from inadequate or failed internal processes, people, and systems or from external events. Graviton covers the following areas of operational risk:
- Even categorization
- Possibility analysis
- Impact analysis
- Risk capital