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Aware as we are at Afi of the importance of risk management to decision-making and, by extension, value creation, we work with banks, insurance companies and investment service providers, advising them on organisational aspects of their financial risk management assessment, measurement and control effort, engaging with the various responsible areas: risk, treasury management and capital markets, global risk management, control, etc.
The formulation of procedural manuals covers a broad spectrum of alternatives:
– Risk management manuals: credit risk (retail, treasury or investees), balance sheet risks (interest rate, exchange rate and liquidity risk) and market risk. These manuals provide our clients with advice on the models for managing the various itemised risks: organisational definitions, measurement methodologies, the establishment of policies and limits and monitoring reports for the various management and control bodies.
– Operational manuals for the treasury and capital markets areas (front office, back office and middle office).
– Price optimisation models (setting, management, monitoring and control of prices and spreads for the various asset and liability products and services marketed).
– Support for the selection of IT tools and applications for risk management purposes or for their development, including assistance with the functional implementation of those selected.
– Elaboration of policies and manuals to risks management: credit risks, global risks of balance, market risks, operational risks, strategy risks, reputational risks, behaviours risks, model risks and global climate and environment risks
– Policies and develop models to pricing optimization (fixation, management, following and control prices and differentials of the different assets. Liabilities and service products marketed.
