Market Risk Management Services

Ensure your institution’s resilience and regulatory compliance with our comprehensive Market Risk Management Services. At Forensic Economic Services LLC, we provide tailored solutions designed to meet the stringent requirements of the Federal Reserve’s market risk rule (SR 09-1)

Based on the guidance provided in SR 09-1, we offer the following services to banks:

1. Model Development and Validation:

   • Assistance in developing robust market risk models.
   • Independent validation of existing models to ensure compliance and reliability.

2. Risk Management Framework Design:

   • Designing comprehensive market risk management frameworks that align with regulatory expectations.
   • Implementing robust governance structures and control mechanisms.

3. Backtesting and Stress Testing Services:

   • Conducting regular backtesting and stress testing of models.
   • Providing insights and recommendations based on test results.

4. Quantitative and Qualitative Disclosures Preparation:

   • Helping banks prepare accurate and comprehensive quantitative and qualitative disclosures.
   • Ensuring transparency and regulatory compliance in reporting.

5. Documentation and Reporting Support:

• Assisting in the documentation of risk management practices and procedures.
• Developing regular reporting templates and processes for senior management and board oversight.