Market and Operational Risk Management
- Implementation of Value at Risk models
- Valuation of derivatives
- Setting up a standard market risk management system
- Implementation of Basel II compliant operational risk management systems
- Correct mathematical risk rating and estimate of the gain "in advance" based on world standards: CreditMetrics, RiskMetrics etc.
Our expertise and added value for you
- Monitoring and measuring of market risk exposures of your operations
- Calculation of market value of derivatives
- Optimal structured finance operations
- Sophisticated hedging with derivative products
- Efficient market and operational risk management tools and systems
- Optimization of Basel II capital requirements
- Flexible risk reporting and stress testing
