Value at Risk is an estimate of the potential loss on a trading or investment portfolio. It has become an essential tool in allowing financial products across diverse trading activities to be compared. Adsatis Market Risk consultants have helped many of the world’s leading organisations reduce costs and improve returns by accurately calculating and monitoring their Value at Risk. We can also help you reduce risk implementation costs with enhanced reporting tools and methodologies for informed decision-making.

We have worked across a number of market leading technologies

Our in-house management, technologists and quantitative teams have significant experience in the following areas:

• Stochastic model validation (model calibration, derivative pricing and market data)
• Model verification (substantiation of quantitative results)
• Business analysis and functional requirements (specific to Risk System architecture)
• Programme leadership and lifecycle management (specific to Risk System architecture)

In addition to our significant experience in this area we offer

• A customised approach to delivering system upgrades and the migration of exposure measurement calculation engines
• Our delivery methodology is transparent and based on financial benefits avoiding the black box approach often associated with complex projects such as Monte Carlo implementations
• We have built a testing framework, utilising model prototypes to support the validation of implemented methodology and complex functionality based around an intermediate results interface