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Our Practices

Financial & Banking

Financial and Banking Expertise

  • Risk Management
    • The risk management function of small banks benefit from our one to one research and implementation seminars on portfolio VaR optimization, standardized risk models, risk scoring methodologies and risk metric mapping.
  • Economic Capital Management
    • Helping the economic capital unit normally relates to assessing new ways to implement internal methods for statistical capital buffers, creating (systemic) risk monitoring tools and making balance sheet sensitivity analysis to Basel III requirements.
  • Asset and Liability (A&L) Management
    • ALCOs usually appreciate our help in providing stress testing scenarios and sensitivity analysis of the P&L account. We additionally help in the portfolio optimization as well as contribute to the NiiM management by providing synthetic forecasting models for their deposit interest rates.
  • Equity and Fix Income Trading and Pricing
    • We elaborate Day to Day trading schemes and strategy- hedging – pricing.  Elaborate high frequency fix rate forecasting models and develop fair value pricing models.

See Case Studies

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aftermath, Spain.
(aftermath research).
Pedro Muguruza 6
28036, Madrid
Spain@after-math.es
aftermath, Germany.
(WIWEX Gmbh)
Spandauer St. 1
D-10178, Berlin
Germany@after-math.es

aftermath USA
(Methodic Solutions)
1982 N Decatur Rd
Atlanta, GA 30307
USA@after-math.es