Risk Management

Reliable systems for measuring and hedging financial risk are a high priority for both trading desks and risk managers.

We provides advanced tools for the quantitative analysis of financial risk in portfolios of bonds, stocks, loans, currencies, derivatives and structured products. Our risk management techniques are consistent with the most advanced theoretical and practical models available in finance literature.

The measurement of credit and market risk is based on the application of sophisticated simulation techniques, which provide sensitivity analysis and stress testing results, useful for the implementation of adequate hedging strategies.

We offer solutions for a wide range of practical risk management issues faced by financial institutions, such as the implementation of Asset Liability Management systems, rating systems consistent with the Basle 2 requirements and algorithms optimizing the recovery process of non-performing loans.