Risk Management
Our core competences include market risk optimization, strategic management of structured products, special funds and loan portfolios.
Selected Topics
Market risk
- Interest rate, currency and stock price risks
- Measuring and valuing of embedded options
- Integration of funds and complex exposures
Structured products
- Complete financial review and systematization
- Correct risks identification, embedded options
- Performance comparison, benchmarks, method recommendation
MaRisk / Basel III
- Conformity with MaRisk
- Required implementation standards and possible deviations
- Gap analysis and priority lists for implementation
Loan portfolios
- Measurement and management of counterparty risk
- Advantages and limitations of mathematical models
- Regulatory requirements
- Benchmarks, limit systems, target portfolio
If you have any questions, we will be happy to provide you with further information and customized offer.
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