Precise model performance through continuous monitoring
FRTB Model Monitoring & Re-Calibration
Continuous monitoring and re-calibration of FRTB risk models is essential for sustainable compliance and capital efficiency. We ensure the optimal performance of your models through systematic validation and proactive adjustments.
- ✓Continuous validation of model performance
- ✓Proactive re-calibration in response to market changes
- ✓Optimization of capital requirements through precise models
- ✓Automated backtesting and monitoring processes
Your strategic success starts here
Our clients trust our expertise in digital transformation, compliance, and risk management
30 Minutes • Non-binding • Immediately available
For optimal preparation of your strategy session:
- Your strategic goals and objectives
- Desired business outcomes and ROI
- Steps already taken
Or contact us directly:
Certifications, Partners and more...
ADVISORI in Numbers
11+
Years of Experience
120+
Employees
520+
Projects
We work with you to develop a systematic approach to model monitoring that meets regulatory requirements while maximizing operational efficiency.
Our Approach:
Establishing solid monitoring infrastructures with automated alerts
Implementing statistical tests for early detection of model deviations
Developing data-driven re-calibration strategies
Integrating stress testing into continuous model validation
Building comprehensive documentation and governance processes
"Continuous monitoring and re-calibration of FRTB models is a critical success factor for sustainable compliance. With a systematic approach, banks can not only ensure regulatory certainty but also optimize their capital efficiency through precise risk models."
Melanie Düring
Head of Risk Management
Our Services
We offer you tailored solutions for your digital transformation
Continuous Model Monitoring
Systematic monitoring of the performance of your FRTB risk models through automated processes and statistical validation procedures.
- Daily backtesting routines for Expected Shortfall models
- Implementation of traffic light systems for model performance
- Development of Model Performance Indicators (MPIs)
- Automated alerting systems for model deviations
Strategic Re-Calibration
Proactive and data-driven re-calibration of your risk models to optimize forecast quality and capital efficiency.
- Market regime-specific calibration strategies
- Optimization of lookback periods and decay factors
- Integration of forward-looking elements into model calibration
- Validation and testing of new model parameters
Our Competencies in FRTB Ongoing Compliance
Choose the area that fits your requirements
FRTB Audit Support & Documentation
Successful FRTB audits require not only technical compliance, but also professional documentation and strategic preparation. We support you in achieving audit readiness and create supervisory-compliant documentation.
Success Stories
Discover how we support companies in their digital transformation
Digitalization in Steel Trading
Klöckner & Co
Digital Transformation in Steel Trading
Case Study
Results
Over 2 billion euros in annual revenue through digital channels
Goal to achieve 60% of revenue online by 2022
Improved customer satisfaction through automated processes
AI-Powered Manufacturing Optimization
Siemens
Smart Manufacturing Solutions for Maximum Value Creation
Case Study
Results
Significant increase in production performance
Reduction of downtime and production costs
Improved sustainability through more efficient resource utilization
AI Automation in Production
Festo
Intelligent Networking for Future-Proof Production Systems
Case Study
Results
Improved production speed and flexibility
Reduced manufacturing costs through more efficient resource utilization
Increased customer satisfaction through personalized products
Generative AI in Manufacturing
Bosch
AI Process Optimization for Improved Production Efficiency
Case Study
Results
Reduction of AI application implementation time to just a few weeks
Improvement in product quality through early defect detection
Increased manufacturing efficiency through reduced downtime
Let's
Work Together!
Is your organization ready for the next step into the digital future? Contact us for a personal consultation.
Your strategic success starts here
Our clients trust our expertise in digital transformation, compliance, and risk management
Ready for the next step?
Schedule a strategic consultation with our experts now
30 Minutes • Non-binding • Immediately available
For optimal preparation of your strategy session:
Your strategic goals and challenges
Desired business outcomes and ROI expectations
Current compliance and risk situation
Stakeholders and decision-makers in the project
Prefer direct contact?
Direct hotline for decision-makers
Strategic inquiries via email
Detailed Project Inquiry
For complex inquiries or if you want to provide specific information in advance