Consulting
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.
Specialist
Risk Management
Bernhard Kastner
Senior Manager
Financial Risk Management
SLG RiskEngine
Value-at-Risk Data Service
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.
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.
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