Risk Measurement Risk Measurement Managed Services Risk Measurement Risk Measurement as a managed service provide you with state-of-the-art market risk and performance analysis in combination with reporting services. Risk Measurement On this page Market risk calculations Performance calculations Reporting services Risk Measurement We help you manage the requirements regarding internal control and governance of risks, both from a regulatory and business perspective. Together, we ensure adequate risk management and control of risks. We provide our services based on the platform ARMS. By accessing a highly advanced risk system combined with professional advisory as a service you will get better insight and more relevant analysis in a cost efficient way. Market risk calculations We help you manage and control your market risks both from an internal control perspective and the ever-evolving regulatory landscape. FCG’s Risk Measurement services can deliver market risk calculations and reporting services for a broad range of issues, for instance: VaR including stressed VaR and cVaR Stress testing and scenario analysis Interest rate risk in the banking book with extensive modelling capabilities, full support of EBA IRRBB guidelines for EVE and NII Calculations of Pillar 2 credit spread market risk capital requirements Capital requirement calculations for market risk under IORPII and FFFS 2019:21 regulations including market risks from technical provisions Liquidity risk analysis for fund companies Performance calculations Understanding your portfolio performance is vital. It is also challenging and heavily relying on advanced system support. We help you calculate performance and analyze contribution and attribution levels to understand the drivers of the overall performance. The combination of our performance services with our risk analysis capabilities will provide asset managers with insights on risk and reward and help you understand the dynamics of your profits and risks. Reporting services We adapt our reporting to suit your needs and requirements. We know one size does not fit all and strive to tailor the reports to provide the information that will help your business to move forward. The content of the report could be designed for your management and board, combined with KPIs on set risk and exposure limits. It could also be highly detailed in selected areas to give insights on details and risk drivers. CLIENT STORIES Bank Risk Management European Investment Fund – Recovery Plan ”The planning of the work and the subsequence of deliverables was excellent. The transfer of knowledge started from a very early stage and helped avoiding… Risk & Finance Volvofinans Bank – IRB Application "Apart from their expertise and experience, what drew us to working with FCG was the fact that we had the genuine feeling that they wanted… Risk Measurement More client stories RELATED LATEST NEWS Solvens II-översynen: vägen framåt för ditt företag 2021-05-04 Det omfattande Solvens II-regelverket som började gälla för försäkringsbranschen den 1 januari 2016 innehåller artiklar om revidering. Det har bland annat skett i den… New regulation for investment firms – Is your firm ready for IFR/IFD? 2021-03-11 June 26th 2021 will mark the start of the new prudential regime IFR/IFD’s implementation period. IFR/IFD will have a significant impact on most investment… Risk Measurement More news Let's connect Risk Measurement Risk Measurement I want to learn more about: Consulting Services – Risk & Finance – Authorization & Supervision – AML/Financial Crime Prevention – Compliance & Governance – ESG & Sustainability Managed Services – Control Functions – AML/Financial Crime Prevention – Regulatory Reporting & Monitoring – Model Validation – Risk Measurement Tech Solutions – Quantative Analytics – Financial Data Management – Risk Management – Contract Lifecycle Management – Horizon Scanning & Regulatory Change Management Risk Measurement By submitting, you consent to our privacy policy Risk Measurement Send This website is using cookies We use cookies for functionality and analysis. Read more about cookies Accept cookies Settings Risk Measurement Consulting Services Managed Services Tech Solutions FCG Fonder Industries Career Offices Stockholm Oslo Helsinki Malmö Copenhagen Frankfurt This is FCG Client Stories News Events Contact Management & Board LinkedIn Terms & conditions Privacy Policy Cookie settings