To future-proof your firm
With decades of global risk management experience, Solytics Partners brings a unique blend of risk management skills, new-age technology, and quantitative analytics expertise to the table.
Our team has worked for all major global regulators, delivering superior quality, time-critical output for model development, validation, stress testing, regulatory reporting, and system and process transformation. Combined with our new-age solutions, we can help transform your risk function and expedite compliance with regulations like FRTB, IRRBB, CECL/IFRS9, RAROC, Basel IV, CCAR/DFAST, etc.
Across regulations and regulatory paradigms
Development and documentation of market risk, credit risk, operational risk, and pricing models
SR 11-7 compliant validation of models including initial validation, re-validation, annual reviews, periodic/limited-scope reviews, performance testing review
Monitoring & Review
Convergence and stability testing (NPV, Greeks), Consistency Testing, P&L Attribution, including end-to-end documentation
Scenario generation and expansion, development and validation of stress testing and reverse stress testing models, sensitivity analysis, backtesting, reporting and visualization
Creating model governance frameworks, model inventory management, risk aggregation of models, and regulatory implementation and documentation
End-to-end support including gap analysis, workflow design, model development, and development of stress testing framework
Development and validation of lifetime loss models using PD/LGD/EAD based approach, loss rate, roll rate and DCF approach
SA (Standardized Approach) Capital Charge calculations, IMA (Internal Models Approach) P&L Attribution and Backtesting, Modelling of DRC (Default Risk Charge) using Monte-Carlo Simulation
Development of pricing calculators, scenario analysis
Analysis of existing portfolio, prescriptive analytics and framework for future lending using econometrics and regression analysis, geo-data analysis, and comparative file reviews
NIMBUS Uno is our proprietary risk management platform that streamlines the risk assessment and mitigation process with automation and analytics capabilities.
MRM Vault is a secure cloud-based platform for storing and managing confidential documents and data, designed to meet the highest security and compliance standards.
Decades of risk management experience
Our risk management team come with decades of global experience across regulatory jurisdictions. Possessing both the domain knowledge and the technological know-how, our global team of PhDs, Statisticians, and risk and quant experts enable our global clientele to develop, validate, and test models, undertake stress testing assignments, enable technology transformation, and overall strengthen their risk management practice.
We provide superlative output, enabling our clients meet regulatory expectations in an accelerated way by leveraging our proprietary platforms and solutions, and our codified, in-house arsenal of playbooks, checklists, templates, and utilities to accelerate value creation.