Portfolio analysis of all financial risks

Looking at interest rate, currency positions and related loans, as well as their correlations, is a major challenge. We analyse your financials and develop a value-oriented hedging and optimisation strategy.

Scope of Service

  • We offer a service to collate data concerning all existing loans and hedge instruments of our clients liability portfolio
  • We offer analysis of our clients’ entire portfolio based on different financial key figures and present the development of the portfolio structure over the course of time, visualised through graph and charts
  • We simulate our clients future cash flows using different market scenarios
  • We provide our clients with a visualisation and the impacts of different market scenarios combined with in depth „what-if-analysis“ of the proposed hedging solutions
  • We offer our clients an individual assessment of the results and feasible hedging solutions


Benefit from Our Client Proposal

  • A well-arranged and clear overview of your current portfolio structure allows for easy recognition of open risks and identification of possible solutions to discuss
  • You have the opportunity to customise the analysis due to a free choice of a scenario frameset, and definitions according to your expectations or extreme scenarios for currencies and interest rates
  • You will gain a deep understanding of the impact of different market developments in combination with a „what-if-analysis“ of the proposed hedging  solutions

Product Portfolio

  • Analysis of your existing portfolio to identify unhedged positions
  • Development of tailor-made hedging solutions, always based on a balanced risk-reward ratio
  • Specialist knowledge of our experts, who are daily engaged in the financial markets, and usage of a wide product range
  • Combining different hedging strategies using a macro perspective to avoid redundancies

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