Risk Management

Identify, evaluate and secure


Risk Management

Foreign currencies, interest rates, commodities, securities or counterparties - risks are an implicit part of every economic activity. We are happy to support you in identifying, analyzing and evaluating them. Strategy derivation, controlling and reporting included.  

Risk Management

Bernhard Kastner

Bernhard Kastner

Senior Manager

Risk Management

Financial Risk Management

Risk Management

SLG RiskEngine

Risk Management

Value-at-Risk Data Service

Risk Management

Bank Monitor Service

Continuous cycle

Financial Risk Management

We understand risk management as a continuous cycle. We set up this cycle systematically and methodically in consultation with you. There are basically three questions to be answered: What is the risk position? Which positions are actually at risk? Where are risks hidden that are not immediately recognizable? The answers to these questions enable a risk calculation and the development of a strategy, which is implemented within the framework of a risk policy.

Overview at the touch of a button

The SLG RiskEngine

Are you looking for a solid quantitative basis for deriving your hedging strategy? Then we have the right solution for you: Risk management with just a few mouse clicks using "SLG RiskEngine". This gives you the possibility to identify, calculate, present and optimize risks. The latter in a form that only exists once on the market.

We offer RiskEngine as a rental model - a powerful functionality that is available for just a few euros a month. This puts an end to "flying blind with risk management".


The basis for your risk management

Value-at-Risk Data Service

If you work with the value-at-risk concept, we provide you with the plausible data history required for this. No matter whether currencies, interest rates or commodities. From this, we calculate volatilities and correlations.

Simply outsource the time-consuming data collection, plausibility checks, weighting and calculation to us. In addition, the use of externally generated data supports the principle of separation of functions between trading and valuation.

Keeping a constant eye on counterparty risk

Bank Monitor Service

Ratings can react to changes in creditworthiness with a delay. Therefore, the creditworthiness of financial counterparties should additionally be monitored on the basis of market indicators.

The SLG Bank Monitor Service determines the probability of default from the credit default swap (CDS) spreads of the banks and from this the implicit, more up-to-date rating. A methodically sound basis for your creditworthiness monitoring.

Success story

Interest rate risk management

Development of a well-founded, subgroup-specific interest rate risk strategy, efficient risk limitation for each subgroup and preparation of meaningful reports.

Treasury Training

Seminars with a risk management focus

Currency and interest rate risk management

Identifying, limiting and managing potential risks

Financial mathematics and interest calculation

From simple interest to the valuation of an interest rate swap

Portfolio management for investors and debtors

From theory to risk and return calculation to policy and performance measurement

Hedge Accounting and Accounting for Treasurers

Presentation of derivatives and hedging relationships in the balance sheet according to HGB/BilMoG, UGB and IFRS

Risk management for advanced users

Exposure determination, risk calculation and strategy development with smart hedging

Do you have any questions?

We will be glad to help you!