Interest rate risk management
Success story
Customer:
ÖBB Holding
The goal:
- Development of a well-founded, subgroup-specific interest rate risk strategy.
- Efficient risk limitation for each subgroup and creation of meaningful reports.
The way:
- Asset/liability management approach for risk-neutral financing
- Use of the SLG RiskEngine to calculate interest rate risks and duration
- Flexible simulation of future developments to determine current fixed interest rates