Risk Management

Embridge supports banks and financial institutions in measuring, validating and managing prudential risk. We combine quantitative expertise with deep knowledge of the Basel framework and European regulatory requirements to help clients meet supervisory expectations and make better-informed business decisions.

Our risk management practice focuses on four areas where quantitative rigour and regulatory insight are decisive:

• Model risk – independent validation and review of pricing, valuation and risk models
• Counterparty credit risk and xVA – measurement, methodology review and pricing of CVA, DVA, FVA and related adjustments
• Market risk – FRTB – implementation support for the Fundamental Review of the Trading Book, covering both the Standardised and Internal Model Approach
• Interest rate risk in the banking book (IRRBB) – measurement, modelling and management of banking book interest rate exposure

We work with banks, investment firms, asset managers and their advisors on engagements ranging from targeted model reviews to end-to-end framework design. Through our international network, we support clients across Europe, the US and Asia.