Market Risk

PR&A not only offers to its clients market risk software but also renders consulting services in the area of market risk to financial institutions as well as to corporations. PR&A specializes and pioneers tailor-made consulting services, which means that the operational peculiarities of each institution or corporation are considered in the market risk solutions that PR&A offers its clients. Within the scope of rendered consulting services, the main considered features are the following: understanding and financial modeling of risk inherent to assets and liabilities, the adequacy of setting up Value at Risk models, stress analysis and the limits of Value at Risk.

PR&A is considered one of the most experienced companies specializing in market risk in the country. It is prepared to offer consulting advice and technical solutions to meet the requirements of adequacy to the regulations of the Brazilian financial system (BACEN, CVM, SUSEP, SPC).

Along all these years, PR&A also specialized in offering market risk solutions to several types of non-financial corporations as well (in the agricultural, industrial and service rendering fields). The activities ranged from market risk systems to the formulation of investment and hedging policies.

Besides consulting services, PR&A also offers intensive training to its clients in the area of market risk, forming and enabling professionals to act in the area of risk management.

PR&A also develops modeling for liquidity and operational risk, besides integrating the several modalities of risk (liquidity, market, operational and credit risk).