Our Market Risk Management professionals advise corporations and financial institutions on the identification, modelling, measurement, valuation, monitoring and management of market risks.
We advise financial institutions on all aspects of traded and non-traded market risk. Our offer extends from quantitative analytics on derivative risk management through to advice on governance and regulatory requirements.
Protect your business against market risk
Learn how KPMG can help you identify and manage market risk factors that may impact your business.
How KPMG’s Market Risk Management Services can help
KPMG’s market risk management team assist financial institutions and businesses to identify, measure and manage market risk.
We specialise in:
Valuations and validations
Valuation and validation of complex financial derivatives and testing of the methodologies underlying those products.
Market risk measurement and analytics
Assessment of portfolio risk models such as value-at-risk calculations and support international exchanges in testing and validating margining models.
Counterparty credit risk
Testing of credit exposure models in traded markets and advice on better practise methods in measuring exposure at default on traded risk positions.
Balance sheet risk management
Testing of models for measuring and reporting liquidity risk, interest rate risk management and funds transfer pricing, and advice on risk factors associated with balance sheet management.
Trader conduct
Trader conduct advisory services, including trader surveillance, financial market manipulation investigations, and advice on how financial institutions can structure discussions with clients and counterparties.
