A core capability of Riskworx is our ability to perform valuations and we are highly rated as a provider of valuation-related services to the South African market. Whether it is marketable securities or non-traded balance sheet items, we can provide a cost-effective valuation, either as a standalone exercise, or more typically, to validate an existing valuation. We also provide risk measures, on a similar basis.

We also perform reviews of various operations within risk management and treasury functions, to provide an objective assessment of the operation.

These types of assessments can provide views and advice on elements from the purely technical, such as measurement models, processes and risk technology, to the strategic, such as risk capability issues.

Examples and recent assignments:

  •     Producing metrics: (e.g. Valuations, Sensitivities, VAR, Gap, Duration, Credit Exposures etc)
  •     Reviews of valuation and risk methodologies (e.g. curve generation, VAR methodologies, country risk measures)
  •     Evaluation of metrics derived using risk, income, capital and other metrics (e.g. risk adjusted performance measures, capital allocation, departmental hurdles)
  •     Valuation of an equity derivatives portfolio for a niche investment bank
  •     Validation of valuation methodologies for inflation-linked instruments for a large bank
  •     Valuation of a complex portfolio of credit derivatives for a quasi-government institution
  •     Assessment of the risk measures and requirements of a large international bank in its local operational, versus those of its head office