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Component VaR: Automating VaR Attribution
VaR has been one of the most widely used risk measures in banks for decades. However, due to the non-additive nature of VaR, explaining the causes of changes to VaR has always been
Find out moreAn optimal mix of traditional and advanced models
While rule-based models offer certain benefits, they face challenges with scalability and detecting complex crime schemes. Drawing from extensive experience, you'll receive optimal model landscaping that effectively integrates rule-based, machine learning, and (Gen)AI techniques for enhanced detection and performance.
Meeting regulatory demands using our advanced analytic techniques will ensure you remain compliant and ahead of the market at all times.
By utilizing advanced analytic techniques, you’ll not only meet regulatory demands but also stay compliant and ahead of the market at all times.
Various vendor solutions can help mitigate your Financial Economic Crime risk, often providing a strong alternative to in-house model development. With our extensive experience, we'll guide you through the vendor landscape and craft a buy-or-build strategy tailored to your company’s needs.
Models for Transaction Monitoring, CDD, Sanctions, and Fraud are just the beginning. With expertise extending from data and modeling to workflow optimization, we integrate both simple and advanced solutions, including Machine Learning and GenAI, to enhance every part of your process.
At Zanders, we tailor risk-based solutions to maximize your effectiveness and efficiency. In the FEC domain, where false positive rates can be high, we help you transition to next-generation models that provide high-quality alerts and minimize false positives.
We create flexible models tailored to your country’s regulatory needs. Our services include a well-designed MRM framework to ensure compliance and effective management of model risks at all times.
VaR has been one of the most widely used risk measures in banks for decades. However, due to the non-additive nature of VaR, explaining the causes of changes to VaR has always been
Find out moreThe Covid-19 pandemic triggered unprecedented market volatility, causing widespread failures in banks' internal risk models. These backtesting failures threatened to increase capital
Find out moreChallenges with backtesting Expected Shortfall Recent regulations are increasingly moving toward the use of Expected Shortfall (ES) as a measure to capture risk. Although ES fixes many
Find out moreUnder FRTB regulation, PLA requires banks to assess the similarity between Front Office (FO) and Risk P&L (HPL and RTPL) on a quarterly basis. Desks which do not pass PLA incur capital
Find out moreChallenges with VaR models in a turbulent market With recent periods of market stress, including COVID-19 and the Russia-Ukraine conflict, banks are finding their VaR models under
Find out moreNon-modellable risk factors (NMRFs) have been shown to be one of the largest contributors to capital charges under FRTB. The use of proxies is one of the methods that banks can employ to
Find out moreUnder the FRTB internal models approach (IMA), the capital calculation of risk factors is dependent on whether the risk factor is modellable. Insufficient data will result in more
Find out moreThe EBA has recently published the findings and observations from their TRIM on-site inspections. A significant number of deficiencies were identified and are required to be remediated by
Find out moreRegulatory Landscape Despite a delay of one year, many banks are struggling to be ready for FRTB in January 2023. Alongside the FRTB timeline, banks are also preparing for other
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More InformationIn a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired Fintegral.
In a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired RiskQuest.
In a continued effort to ensure we offer our customers the very best in knowledge and skills, Zanders has acquired Optimum Prime.
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