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RISK MANAGEMENT

Banks
Our experience is grounded on the SAS Risk Management platform for Banking to develop solutions in line with the Basilea II regulations that regard:
the credit risk for :
- the management of the entire life cycle of the rating models
- the calculation and the stress test of the regular capital according to the Italian and international norms

the operations risk for:
- the management of the entire process: starting from Loss Data Collection to the risk assessment and checking the management of action and mitigation plans;
- the operations risk according to standard and advanced approaches.
The risks forecast by the second pillar of Basilea II’s regulations, like the cash risk or the concentration risk:
- the risks aggregation according to basic and advanced methods;
- the risks forecasts supporting the Value Government’s activities in line with the requirements of the ICAAP process;
- the regular Reporting as provided by the third Basilea II pillar;
- the monitoring activity of the credits portfolio and the management of the counterparts’ Watch List;
- Fraud Detection for detecting and managing frauds coming from both inside and outside.

Guarantees
Meware is a pro and its expertise goes from actuarial areas to Risk management of companies and, in particular, we grant the following competences and solutions:
- risk evaluation and stress test (underwriting risk, market risk, credit risk, operational risk) for the different divisions of a company, according to internal models or the current status if the Solvency regulations;
- procedures in support to Fair Value evaluations, Efficacy Tests and Hedge Accounting Documentation provided by IAS norms;
- risks aggregation according to both standard and advanced methods;
- support to the Economic Balance sheet;
- Fraud Detection, for detecting and managing frauds coming from both inside and outside.

Big companies
Meware specialists can grant their support to Corporations in the areas of Finance, Energy Management and Risk Management. In detail:
- relying on an SAS technology platform, we offer solutions for the management, organization and reporting of databases regarding portfolios of contracts created (income and costs) and the resultant tools;
- we support the development of calculation engines for the risks evaluation and stress testing (price risk, commodity risk, market risk, credit risk, operational risk), to determine indicators like margin, margin at risk, as well as VaR, Profit at Risk (PaR) and Cash Flow at Risk (CFaR);
- we develop procedures that support Fair Value evaluations, efficacy Tests and Hedge Accounting Documentation provided by the IAS regulations;
- We supply consulting services on:
o Tools for quality and quantity assessment of risks;
o Aggregation of risks according to standard or advanced methods;
o Support to the Economic Balance sheet;
o Fraud Detection, for the detection and management of inside and outside frauds.


 

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Meware s.r.l. - registered office Largo Gibilmanna, 4 - 00146 Roma // P.IVA 10792021007 // tel. +39 06 5911669 // Fax +39 06 56561042 // mail info@meware.it