1. Market risk
- Model lifecycle support (data preparation, development, validation, implementation in production systems, monitoring, governance)
2. Counterparty credit risk
- Model lifecycle support
- Models for underlying risk factors, calculation of future potential exposures, aggregation across products and netting sets
3. Derivative pricing
- Front-office pricing support
- Model development
- Independent validation
4. Stress testing
- Stress testing of the trading book, for regulatory or internal purposes
- This includes STDF, EBA and ICAAP
5. Model risk and governance
- Model audit
- Validation reviews
- Model risk quantification
6. Technology
- Support with technology aspects for all of the above
