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.
In this whitepaper we analyze the European AT1 CoCo bonds from a twin perspective. Initially, from the perspective of an institutional investor interested in buying CoCos, we attempt, through econometric techniques, to identify the main variables that influence the level of prices and returns of…
This white paper aims to understand whether and how banks are approaching ECB recent requirements and to identify best practices for compliance.
This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for compliance.
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
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.