CCAR, FRTB – Risk Modeling Consultancy

OTCFin financial engineers and risk quants can assist in implementing the methodologies and approaches required to comply with CCAR and FRTB. Our team has supported banking clients in methodology review and implementation in the following areas:

Expected shortfall

Revised standardized approach to calculating capital requirements

Non-modelable risk factors (NMRF)

Dodd-Frank Act stress tests