Market and Liquidity Risk Measurement
We offer market and liquidity 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 and liquidity risk measurement such as those imposed by the German Derivatives Ordinance (DerivateV), the minimum requirements for risk management (MaRisk), the minimum requirements for risk management of investment companies (InvMaRisk) 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.
By adding liquidity risk management to our range of services, we particularly enable our clients to meet the requirements of the InvMaRisk as regards the calculation and limitation of liquidity ratios and the corresponding stress tests. BHF-BANK is thus one of the first market players to successfully roll out a liquidity risk measurement solution for investment companies in compliance with the InvMaRisk.