by admin | Apr 15, 2013 | General
FRG has helped many of the SIFI companies design, implement and build world-class risk platforms. We’ve also helped these institutions implement advanced reporting and analytics designed to minimize the burden of meeting regulatory requirements. Give us a call...
by admin | Mar 11, 2013 | General
FRG is helping clients implement platforms for integrated risk data management. Being able to quickly – seamlessly – access and analyze many data sources is key in risk measurement, and FRG has global experience in designing and implementing such...
by admin | Feb 15, 2013 | General
FRG is helping clients implement platforms for integrated stress testing covering the full workflow from risk data management, stress models, risk assessment, capital requirements and regulatory reporting. Click here to visit the Federal Reserve website for more...
by admin | Feb 8, 2013 | General
FRG Risk consultant Jonathan Leonardelli, FRM, will discuss loss estimation using roll rate matrices on Wednesday, March 20 from 1-2pm ET. This presentation is hosted by the Insurance & Finance SAS User Group (https://www.ifsug.org/). Click here to visit the SAS...
by admin | Feb 5, 2013 | General
Some years back, I came upon an article in the San Francisco Chronicle comparing major airlines’ on-time performance (1). This comparison was based on data published by the US Department of Transportation on a monthly basis. The article listed the airlines having the...
by Jonathan Leonardelli, FRM | Feb 4, 2013 | General
What makes for a successful risk quantification process? Prior to joining the firm I thought it was all about analytics (my own specialty). I’ve come to realize that a happy marriage between data, analytics, and reporting needs to take place. Each component brings...
by admin | Feb 4, 2013 | General
FRG is partnering with FINCAD to implement risk management, valuation and modeling technologies, both stand-alone and integrated with existing risk platforms. Click here to visit the FINCAD website for more information
by Jonathan Leonardelli, FRM | Feb 4, 2013 | General
Albert Pujols, one of the best baseball players in the game today, did not start the 2011 baseball season well. Prior to 2011 he had a lifetime batting average (BA) of .331 – that’s almost one hit for every at bat! However, much to the dismay of Cardinals fans (of...
by along | Feb 3, 2013 | General
The Basel Games As the 2012 summer Olympic Games descends upon London, England, national pride and attention grows around the world in anticipation of an elite few chasing international glory. Organization of such an international affair takes a great deal of...
by Regitze Ladekarl, FRM | Feb 3, 2013 | General
The last few years have seen significant volatility in the financial markets. This has highlighted a basic issue with the popular simulation models used in financial institutions: models have a hard time catching up with volatility. In other words, these models react...
