Market Risk Management

Our Approach

In today’s complex business environment, market risk management makes it very important to analyze market risks and quantify the same. Furthermore, develop a strategy to manage market risk by building up appropriate policies and procedures that support and address risk issues.

Unison’s market risk management solutions comprise of developing risk measurement models and Asset Liability framework (ALM – Gap Analysis, IRRBB, and Pv01). In our gap analyses model we study industry best practices in-depth and come up with a problem solving approach to market risk management practices. Our ALM consulting approach also includes an evaluation of the risk management structure, risk based decision making, stress testing & scenario analyses and monitoring & control of risks.

Our experts aim at providing clients with real time information or up-to-date information of the economic environment in which they function. They have ample of knowledge to grasp the risks which are open to banks in stressed market conditions, such that they recommend an accurate plan of action.