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Market Risk Management

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Business & Decision has proven expertise in the implementation of the essential tools for an efficient Market Risk Management, as well as the architecture and interfaces needed to gather the necessary trade and market data in a timely fashion.

Proposition

Risk is part of any trading and investment activities. Correctly assessing actual and potential risks and managing them carefully can result in a substantial competitive advantage. The past events have proven how essential it is to properly control the risks taken. Risk management shouldn't be seen as something remote from the business; instead it should be integrated in the day-to-day activities and seen as a tool that enhances the chances of taking the right decisions.

Why B&D?

Experience has show that the Market Risk manager needs several essential tools:

  • Dynamic reporting on the positions, with and without netting, with adequate exploration dimensions on the business units, financial instruments, markets, risk factors
  • Sensitivity reporting, that highlights the sensitivity to global risks for small and big shifts, taking optionality into account
  • Stress-Testing, measures the impact of scenarios on all possible risk factors, with shifts defined at the most granular level, taking optionality into account
  • Value-At-Risk, statistical measure of the worst possible short-term loss in a given confidence interval

Business & Decision has proven expertise in the implementation of those tools, as well as the architecture and interfaces needed to gather the necessary trade and market data in a timely fashion.

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