Use our experience in risk management and quantitative methods
We are a close-knit team of craftsmen who are driven by what we do. The combination of our quantitative background, our soft skills and our “keep it simple” attitude sets us apart. Our modest size enables us to work closely together with our clients in solving complex challenges.
Our clients are always at the heart of what we do. We never forget this when we advise on risk governance, validate complex risk models or share insights. We believe our client list is the best endorsement we can offer. It is evidence of something intangible: the trust we have built by consistently achieving a high level of quality.
Recalibration of credit risk models after bank-wide new definition of default
Due to a bank-wide new definition of default the credit risk model landscape at a major bank needed recalibration
For equity funds, a bond- ,an asset-backed security fund and a real estate fund
Validation Project Finance PD model
Support a bank in the validation of their Project Finance PD model