Region America's                                 -->        Counterparty Risk        Form PF        Model Validation        Stress Testing        Region Europe                                    -->        Stress Testing                               Counterparty Risk                               Model Validation                               Region India                                       -->        Market Risk        Regulatory Reports        Risk Advisory Services        Stress Testing        Region APAC                                       -->        Counterparty Risk        CVA        Stress Testing        Regulatory Reports        Model Validation        Our Vision                                   Stress Testing   Form PF   Counterparty Risk   Market Risk   Risk Advisory Services   Model Validation       Market Risk Management & Regulatory Reporting   Just like the most advanced risk calculations are of little value without a clear presentation of the results. Our Risk reports summarize large quantities of complex risk data into actionable results, and alerts   We produce a diverse set of reports that investment & Risk managers can use to actively identify, measure and manage risk. All Our reports are based on regulatory approved methodology, incorporating industry best practices, and give our clients a comprehensive snapshot of risks inherent in their business.   Risk Reporting services include:   (A) Standard Reports – Our standard reports cater to asset management, hedge funds, fund of funds, pensions, prime brokers, administrators and funds complying with regulatory requirements and UCITs III &IV Reporting include:   1) VaR – Historical, Analytical & Stressed: keeping in mind the challenges faced by our clients and tailored to the market in which the client operates, Var reports are customized in terms of confidence interval and primary methodology.   2) Stress Test: Our standard stress reports provide an array of results across 60 different scenarios, which include key sensitivity's against primary risk drivers across business, portfolio's, desks and trades. Our stress reports are open to customization,   3) Back Testing of VaR: We provide the results of Var backtesting   (B) Adhoc Value-add Reports- Reports customized for principals, investors, senior management and or for special regulatory requirements include but not limited to.   1) VaR Analysis– Using the results of the above standard reports, we provide incremental, marginal VaR, primary drivers and concentration of risk analysis. A high level presentation detailing hot spots and key areas of risk linked to current events and immediate future perspective.   2) Extreme Loss Scenario Report: Based on the results of the above stress tests, we expand the results of primary risk drivers for additional scenarios also looking at contagion type scenarios. These additional scenarios are full valuation based and give better insight into fat tail extreme risks inherent in books.   It's difficult to comprehensively illustrate the ways in which we add value to risk management capabilities. Should you feel the solutions mentioned above do not address your requirements, please contact us and we will be pleased to look at your specific need