Watkins Consulting

Compliance • Risk Management • Accounting

  • Home
  • About
    • History
    • Our Staff
    • Corporate Brochure
  • Services
    • Accounting
    • Compliance
    • Risk Management
    • Capabilities
  • News
  • Contact
Home
|
Projects
|
Risk Management
|
Capital Markets Risk Modeling

Capital Markets Risk Modeling

Watkins was engaged by a Government Sponsored Entity (GSE) to assist with the implementation of enhanced risk metrics for a segment of the firm’s mortgage portfolio. A Watkins Capital Market’s expert led this effort by identifying, sourcing, and integrating new data sources into interest rate models, enabling more advanced projections of interest rate splines.  These enhanced splines were then incorporated into volatility models.  This project resulted in improved portfolio analytics, facilitating more informed decision making.  In addition, Watkins experts reverse engineered the financial structure of numerous complex financial instruments in order to generate predictive cash flows, designed to enhance analytics and market valuations.  Upon completion of this project, the team prepared detailed reports for senior management regarding the reliability of the enhanced models and implications for future risk management decisions.

 

Tags: financial reporting, risk modeling
GSE Accounting Solutions
Litigation Support Services

Services

  • Accounting
  • Compliance
  • Risk Management

Watkins Services BrochureWatkins Services Brochure

Meta

  • Log in
  • Entries feed
  • Comments feed
  • WordPress.org

Calendar

September 2023
S M T W T F S
 12
3456789
10111213141516
17181920212223
24252627282930
« Jul    

Pages

  • About
  • Contact Information
  • Contact Us
  • Home
  • Maintenance page
  • News and Events
  • Privacy Policy
  • Watkins Services

Watkins Contact Information

839 Bestgate Road, Suite 400
Annapolis, MD 21401

Toll Free: (888) 320-2320

E-mail: [email protected]
© 2023 Watkins Consulting Privacy Policy