The Risk Management has become very relevant for any organization, due to its effect in the organizations.
If the interest rate goes up 2% in 18 months, what is the impact in its income? Do you know the impact in financial incumbencies, potential increase of bad credit, potential impossibility to materialize investments? What measures have you already taken for these adverse situations?
We help companies identifying the risks of its business and implement methodologies of control and monitoring, as well as to anticipate measures of minimizing the impact.
To each area for which our help is requested (commercial area, credit, interest rates, debt, assets), we will evaluate the applicability and the risk, considering the international methods of analysis.
For this purpose, either related to credit or market, advanced techniques are used, such as:
- * Daily adjustment;
- * Scene Analysis;
- * Curves and Plans of Profit/Losses;
- * Sensitivity Analysis;
- * Stress Test;
- * Delta-Normal for VAR (Value at Risk);
- * Historical simulation of VAR ;
- * Monte Carlo simulation for VAR;
- * Present Exposure;
- * Potential Exposure;
We can help implementing a system that generates global information, analyses the risk and creates risk reports, keeping you informed of possible actions to take.
Risk Managers can separate or aggregate analytical according to your wishes. Crosses classification variables will allow the making of reports pointing the risks, to a level of aggregation specified by the user.