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Market Risk Measurement

We offer market risk measurement for the assets of investment companies, insurance firms and pension funds. This enables these companies to meet internal and external requirements as regards state-of-the-art market risk measurement such as those imposed by the German Derivatives Ordinance (DerivateV), the minimum requirements for risk management (MaRisk) as well as the Solvency Ordinance or Solvency II. Our offering is also geared to the needs of banks, family offices and companies, for instance those operating in the energy sector.

Thanks to our wealth of experience in measuring market risk as part of our bank’s internal model, you can benefit from our flexible, tried-and-tested risk environment, our expertise in the field of financial innovations as well as our proven abilities as regards risk measurement methods and processes.

We offer these services using software provided by the company Algorithmics.

Contact

Dr. Thomas Alm
BHF-BANK Aktiengesellschaft
Bockenheimer Landstrasse 10
60323 Frankfurt am Main
Tel. +49 69 718 3567
Fax +49 69 718 4456 Contact form

RELATED TOPICS

Sales Trading Portfolio Trading Interest Rate Management Currency Management

Further information

www.algorithmics.com

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Market risk measurement for clients (fact sheet) Market risk measurement for energy clients (fact sheet) Covariance matrices (fact sheet) Market risk measurement for clients (brochure)