Risk-based portfolio management offers a clear and practical approach to protecting capital and optimising returns through data-based portfolio analysis and stress tests. The systemic approach identifies the vulnerability of exposures, allows an accurate breakdown of sub-locations and supports rapid and reasoned management decisions with clear reporting and key indicators.

What does this mean in practice?

In order to map market, credit and liquidity risks, modern portfolio analysis methodologies and key indicators will be applied. The approach includes portfolio segmental and risk-based management, which allows you to see risks at both strategic and operational level. <Regular stress testing of risk positions reveals unusual vulnerabilities and supports comparisons of alternative sublocations.

For whom this is appropriate?

• Investment companies and portfolio management managers who require reliable risk control;
• li>Financial managers and risk teams who seek rapid and transparent reporting;
li>li>li>li>Pension funds, asset managers and institutional investors who require stress-tested portfolios and optimized allocations;
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• Regularised risk management and management managers who require reliable risk control;How does the process work? < Combined with strong portfolio segment and risk-based management and regular risk exposure stress testing creates a reliable basis for strategic decision making.

  Call us to act

  If the aim is to reduce surprises, improve the quality of management information and optimise capitalisation, provide specific analyses, stress test reports and codes of conduct. Starting with the contact, the first key indicators and the reports for the steering group are quickly available and the decisions become clearer and safer.