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24 Feb 2016

BI financial risk analysis for the position management: Banco Santander

  • Position determination, calculation of sensitivity, simulations, risk monitorization against limits, etc.
  • Risk measurement with simulation of historic scenario,covariances models, Montecarlo simulation
  • Models' assessment, calibration of models' assessment, profitability analysis,model's development and modification, Stress testing, risk factor detection on the application forms for the credit cards, etc.