Model Risk Management Consulting

Financial software consulting services specializing in:

  • Model Risk Management
  • Data Integration, Visualization & Analysis
  • Database Development & Reporting
  • Work Flow Automation
  • RiskMetrics Implementations

Red Swan is the only RiskMetrics implementation partner with a fully integrated software solution for risk process automation.

RiskMetrics Implementations and Configurations

  • Configuration & Integration of Red Swan software ›
    • RML3 or RML4
    • RiskManager CIB
    • Managed Services
    • Web Services
  • Transition Services ›
    • Conversion from RML3 to RML4
    • RM4 to Web services
    • Unitized holdings
  • Workflow Automation ›
    • Position file normalization
    • Look-up fields for identifiers
    • RML file generation
    • Uploading input files
    • Extracting risk results and log files
    • Data transformation
    • Database loading and aggregation
  • Modeling ›
    • Mapping rule configuration
    • Schema version updates
    • Validation and testing
    • Proxy rules
  • Report Automation ›
    • RM report set-up
    • Statistics configuration
    • RM Batch-process automation

Risk data analysis, monitoring and reporting

  • Risk & PnL Database Development
  • Data Analysis
  • Data Integration (market data, 3rd party, source files)
  • Risk Aggregation
  • Risk Diagnostics and Monitoring
  • Data Visualization (Tableau, Power BI and RStudio Shiny)
  • Custom Report Development and Automation (Excel, SSRS, Power BI, etc)