Research and Consulting

Description

Reaserch and Consulting 

 

Through a team of highly experienced professionals with deep domain expertise we provide advisory services that brings to you global leading practices. Our unique approach and methodology to addressing your analytics consulting and research needs are guaranteed to deliver:

 

Global leading practices: Our team has experience in working with a wide variety of technologies, methodologies and regulatory norms. So you can be sure that we will deliver the best of what is possible.

 

Long term assets: Our team looks at risk analytics projects from the point of view long term asset creation. Our models are designed to be robust enough to deliver long term results. In addition we empower your team over time to deliver cutting edge analytics insights for the organization.

 

Efficiency: Factorbin team has had exposure to a wide variety of complex analytics problems. This means that there is no time and money wasted by re-inventing or creating models that lead to sub-optimal results.

With the increasing use of data science and real time information in risk and fraud management decision making, our resources combine both functional and technical knowledge in providing business advisory support and technical support to you. Service areas:

  • Regulatory Risk Management

    • Basel III Credit, Market, Operational and Liquidity Risk

    • Enterprise Stress Testing

    • ICAAP, ILAAP

    • Data Management (BCBS239)

    • Upcoming regulations – IRRBB, FRTB, SACCR, Securitization

  • IFRS9

    • Model development, calibration and validation

    • Engagement Management and annual support

  • Credit Scoring

    • End to end model development and deployment

    • Engagement Management and annual support

  • Model Validation

    • Across all risk types and current uses cases covering macro-economic scenario based forward looking models

    • Engagement Management and annual support

  • Governance, Risk and Compliance

    • Frameworks

    • RCSA, KRI, Risk register developments

  • Asset Liability Management and Fund Transfer Pricing

    • Cashflow modeling – Static, Dynamic, Contractual, Behavioural

    • Scenario Analysis

    • LCR, NSFR

  • Interest Rate Risk Management

    • Repricing and Sensitivity Analysis – Durations, Convexity, PV01

    • Market Value of Equity Analysis

    • Forecasted Net Profit Income, Average Yields Analysis

  • Overall Risk Management Project Management

    • End to end project management with techno-functional resources

    • Annual Support

  • Presales and RFP support for solution providers