SPM Consulting

Campaigns:

Campaign Id: 28. Experience: 53
Campaign Id: 30. Experience: 55

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Operation Risk Capital Modeling

VaR (Value at Risk) determines the worst possible loss that may occur with a given confidence level and for a given timeframe. It is a very powerful statistical tool that has become increasingly popular with most of the financial institutions and is a benchmark for measuring and forecasting operational and other risks. Op Risk VaR brings together Loss Data, Risk indicators and Control assessment scorecard results for modeling of operational VaR. Accurately estimating the VaR provides the financial institution with a clear picture of the business risk, hence allowing it to optimize capital allocation to satisfy business best practices and regulatory authority’s requirements. Furthermore, it also includes the incorporation of Global Loss Data into the VaR model. Our consultants are adept in implementing Op Risk AMA approach using Op VaR, using the best business practices.