About me

Hi …..

Myself Chandrakant Maheshwari. I am a risk practitioner working in the area of financial risk analytics. The content in this blog represents my perspective towards analytics of financial risk management.

More about me

I have now almost more than 10 years experience in Financial Risk Management. I did my education from IIT Delhi. I have a Master degree in Mathematics and Computing. It is a 5 years course. I have PRM certification from PRMIA.

Following are some of my selected works

  1. FRTB Compliance – Implementation Challenges
  2. Model Risk Management under the FRTB Regime
  3. The Impact of Big Data in Market Risk Management
  4. Model Monitoring: How to Manage the Risks Not Captured in VaR
    • Synopsis:Value at Risk, the favored risk measurement tool of financial institutions often leaves them exposed to unseen risks. BigData techniques combined with processes such as data analysis, stress testing and back testing, however, can be used to handle the risks that VaR misses.
    • Link: http://www.garp.org/#!/risk_intelligence_detail/a1Z40000002vI4ZEAU
  5. Risk Not in VaR: A Perspective with Some Practical Examples
  6. The Qualities of an Effective Model Validator
  7. Management Challenges in Model Validation Exercise

2 thoughts on “About me

  1. curvededge

    Hi Chandrakant,

    I stumbled onto your blog after looking for details on RNIV.
    After years as a Trade and Risk manager I have drifted into capital market risk consultancy. I’m currently detailing requirements and deliveries for upcoming Fundamental Review of the Trading Book and be interested in your views. Is this a subject you have looked into yet?


    1. chandrakant721 Post author

      Hello Lee,

      I am looking into FRTB. From what I have understood is that Basel Committee enforces the importance of reporting each and every aspect of the model.

      Now this reporting will only be successful if there is a robust model monitoring framework.


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