Traded Market Risk
Our team of seasoned practitioners help clients address critical traded market risk requirements in a timely and cost-effective manner. We provide support for regulatory projects to achieve Basel and local regulatory compliance in the UK, Europe and the Middle East.
What we offer
Independent model validation
We support clients in the independent validation of VaR and FRTB models as per regulatory standards and internal policy requirements. Our experience enables us to bring in industry best practice and a holistic view across a range of model types.
Model development and documentation
Our team has a proven track record in developing derivative pricing, VaR and FRTB models. Our experience using Python and R, as well as delivering auditable/traceable model inventories and interactive documentation, facilitates robust regulatory attestation processes and ongoing model monitoring.
Business transformation
We can support you across the entire change lifecycle for market risk, from requirements definition to production deployment. With 4most, you can enable regulatory compliance with Basel and FRTB requirements, close internal audit findings, reduce costs and enhance flexibility, process efficiency and auditability.
Regulatory permissions
Our support extends to regulatory self-assessment, attestation and gap assessment against Basel, PRA, ECB/EBA and CBUAE rules for market risk. Use our experience to formulate robust roadmaps and achieve successful regulatory compliance and findings remediation.
Capital reporting
Design and implement data processes/controls and drilldown for Basel 2.5, FRTB SA and IMA capital metrics. Our experience enables banks to deliver interactive dashboards, satisfy timely regulatory reporting obligations and identify capital optimisation opportunities.
Why choose 4most?
250+ consultants
Each with our own specialisms, experience, and insights. When you work with one of us, you work with all of us.
Trusted 100%
Our track record speaks for itself. In our most recent Client Satisfaction Survey, every single one of our clients recommended us.
Tailored to you
We take the time to understand your unique challenges so that we can deliver bespoke solutions that truly make a difference.
True specialists
There’s experts, and then there’s specialists. We live and breathe risk analytics consulting every day, which means we stay in tune with the latest trends.
Key contacts
Ram Ananth
“The team at 4most have extensive practical knowledge on regulation & compliance and have provided continuing support to my team on how to manage new and emerging regulatory risks.”
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