Services Offered
Here you will find a listing and short description of the services we provide. For more information about these services, feel free to contact us.
Asset/Liability Analysis:
The client provides listings of assets and liabilities. We model cash flows and measure risk using Rimcon ALM software. Reports show market value of portfolio equity, effective duration and convexity, key rate sensitivity as well as performance under a rage of stress scenarios. A sample report can be provided on request.
Optimization:
Based on the asset/liability analysis, we can recommend a rebalance to reduce risk, and increase financial statement income.
Product Analysis:
Before launching a new product, let us analyze its risk profile and recommend investment strategies to maximize profitability and avoid surprises.
Product Feature Pricing:
Many financial products contain embedded options and futures - sometimes hidden from view. We can identify them, tell you what they are worth (you may not want to offer them!) and show you how to hedge the risk.
Performance Attribution:
Your foreign index fund isn't tracking the index, but you don't know why. Is it FX mismatch, futures tracking, short-term returns or something else? We can split the return into its components to show you what needs to be improved.
In-House Training:
We can teach your staff how to do this analysis as well as set up software and data links to produce weekly or monthly risk reports.