Risk Management - SynoFin Risikomanagement Service AG

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Risk Management

Efficient risk calcuation for prevalent financial instruments

Our client’s  diverse portfolio situations called for innovative solutions.

Through licensing and integration of the “Worst Case Finder” (WCF) of Professor Breuer’s ”RiskMan“ technology we are now able to calculate the worst outcome/loss for most established financial instruments as per Value-at-Risk (VaR) under regular market conditions.

Thus the Value-at-Risk components (CoVaR) can now be identified and displayed in various classes such as asset type, currency risk or interest rate risk.

Based on the Quasi-Monte Carlo method our Advanced-RiskMan-Measurement guarantees robust CoVaR results as well as lightning-fast computing — even with the maximum number of risk parameters factored in.

Use our proficiency to your advantage

Time to market (TTM) of new financial instruments

New challenges can be met quickly through the modular structure of our system.

Robust results

Even with the most heterogeneous portfolios we deliver detailed results for individual financial instruments thanks to our purpose-built risk evaluation algorithm.

Parallel computing power
We achieve instant and consistent results through parallel computation of the preset property groups.

Bond Futures
Bond Options
Convertible Bonds
Equity Futures
Equity Options
FX Forwards
FX Option 
Interest Rate Futures
Money Market
(Interbank Deposits)
Options on Bond Futures
Options on Equity Futures
Options on Interest Rate Futures
Perpetual Bonds
Zero Coupon Bonds
Barrier Reverse

Bonus Certificates
Discount Certificates

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