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

Thank you for your inquiry!

 

We will send you the success story shortly.

If you have any questions, please do not hesitate to contact us at any time.

Your Schwabe, Ley & Greiner Team


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