Our insights and proprietary tools and frameworks help clients manage capital markets-related risks such as market risk, counterparty credit risk, and liquidity risk.
Risk Dynamics develops risk management and pricing models and helps clients to improve:
We have helped banks put into place model risk management frameworks and significantly improve their capital accuracy. Our work has boosted the efficiency and effectiveness of the model validation approaches - including automation - at numerous leading banks.
Due to increased regulatory expectations and expanding business growth, a major bank sought to improve the efficiency of its validation efforts for a specific set of models in its trading business. The bank decided to explore alternative validation set-ups based on industry practices.
Based on our experience and expertise, Risk Dynamics provided a perspective on these alternatives and drew conclusions. The client is now in the process of implementing the recommended actions.
A leading bank sought to use its financial resources more efficiently. Together with capital-management experts from McKinsey & Company’s risk practice, we reviewed the bank’s capital accuracy.
As a result of our efforts, the bank improved its resource accuracy and efficiency by 10 percent for capital markets-related capital.
Frank develops and implements innovative risk management solutions through digital innovation and advanced analytics, bringing 25 years of research and industry experience.
Pankaj helps senior executives at leading financial institutions around the world solve their most challenging risk analytics problems. He leads McKinsey’s Model Risk Management Service Line in North America.
Torsten works with financial institutions on their challenges in capital markets involving advanced analytics.