We strive for growth and knowledge
We manage risks
The financial risk modelling unit within RiskQuest focusses on multiple types of risk models used within financial institutions. For example, within credit risk this contains: AIRB models for capital calculations, IFRS9 models for provisioning, and models that focus on acceptance and pricing of loans during application.
Within FRM, we are involved in all stages of a model life cycle: construction of the conceptual framework and dataset, model development, validation and we also help with on-sites from the regulator. Therefore, we have a broad view on what is necessary for a successful model development. The work within FRM is very diverse, colleagues have different experiences and can learn a lot from each other.