With over 40 years of experience in economic research, quantitative analysis and model development, Prometeia is a global provider of consulting services and software solutions focused on Risk, Performance & Wealth Management. With over 800 industry experts, we serve more than 300 financial institutions in 20 different countries, through a consolidated network of foreign branches and subsidiaries located in Europe, Africa and the Middle East.
Prometeia's unique business model offers a truly one stop solution to risk management needs, combining extensive consulting services, advanced software applications, implementation support and methodological training, providing customers with the end-to-end capabilities they need.
Our internally developed methodologies are constantly updated with the best practices in developed and emerging markets and entirely integrated into ERMAS (Enterprise Risk Management System) Suite, enabling banks to take a proactive approach towards risk management and increasing profitability.
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
This white paper examines how banking institutions plan their budget and risk evolution. It further explores how they shall be called upon to redefine decision-making processes to govern the development of their business.
This white paper gives the most up-to-date overview of the European authorities Banking Union. It further examines how much risk reduction has already been achieved as well as the issue of illiquid assets.
This white paper deals with the pricing of defaultable assets, whether corporate bonds or bank loans, in terms of theoretical and practical issues alike.
This white paper analyzes the new set of Basel 3 rules (also known as “Basel 4”) and the proposed changes to approaches for credit risk. It further offers Prometeia’s views on the implementation of these new rules in the current EU banking regulatory framework.
This white paper examines the European Banking Authorities (EBA) and European Systematic Risk Boards (ESRB) release of macroeconomic scenarios for EU-wide stress testing. It further explores a possible approach to manage the sensitivities of risk parameters to these given scenarios.
This white paper explores a comprehensive framework for IFRS 9, Stress Testing and ICAAP probabilities of default (PD) calculation. It further addresses some of the main problems arising in developing PDs for regulatory purposes and how to overcome these challenges.
This white paper explores the new scenarios opened by negative interest rates; the associated risks; and the models organisations can use to account for negative rates.