Interested in
Risk Modeling?
Get in touch with Sander van Tol or for more information about Risk Modeling.
The need for (quantitative) models in the financial world has greatly increased, stimulated by new regulations for financial institutions. Zanders has a broad experience with developing and validating financial risk models and the valuation of financial instruments.
Financial institutions are the trailblazers with regard to risk modeling and quantification. The methodologies they have developed can also be adjusted for corporates.
Depending on the sophistication of the risk function and the complexity/impact of the financial risks, corporates can apply different quantification methods, ranging from simple scenario and sensitivity analysis up to holistic at-risk calculations based on Monte Carlo simulations. In corporate risk quantification, it’s not only the “risk engine” used that is of importance, but also models and methodologies used to quantify the underlying exposures.
We can assist in the whole risk quantification process starting from exposure origination up to developing risk engines.
Annual inflation rate in US has reached 8.6% in May 2022, which is a highest rate in 41 years.
Defining the challenges that prevent increased Treasury participation in the commodity risk management strategy and operations and proposing a framework to address these challenges.
Currently, for many organizations, operational resilience is at the top of the agenda of the Board and senior management. The COVID-19 pandemic clearly showed how vulnerable societies and organization...
To respond to the concerns about the reliability and robustness of the IBOR benchmarks, the Financial Stability Board (FSB) recommended the development of an alternative (nearly) risk-free reference r...
Benchmark interest rates are an essential part of financial markets. These interest rates are used for numerous financial products, such as bonds, loans and derivatives, and in the construction of dis...
In close cooperation with Zanders, GloComNet presents the current issues around the topic complexity in a series of six live webcasts.
The world is complex and the future uncertain. What does that mean for the existing models on which we base our expectations? For Prof. Lex Hoogduin, professor of complexity and uncertainty in financ...
With the mandatory implementation deadline of 1 January 2018 less than a year away, the impact of IFRS 9 Financial Instruments should not be underestimated. This accounting standard significantly chan...
Increased volatility in financial markets is one of the factors that have driven corporate treasurers to become more aware of the importance of risk management.
Behavioral finance was first taught in universities at the beginning of the new millennium. Before that, traditional economists based their theories on the assumption that efficient markets are driven...
The increased volatility in the commodity and foreign exchange markets, augmented counterparty risk and the low interest rate environment have led to an increased focus on financial risk management (F...
Visual Risk and Zanders collaborate to take corporate financial risk management to the next level.
According to Intrum Justitia, bad debts of more than € 350 billion were written off in Europe in 2013, which is around three percent of all outstanding transactions. Internal research into Dut...
In this article, Job Wolters looks at how companies can gain detailed insight into the risk-adjusted profitability of individual projects and transactions, and explains how the Risk Adjusted Return...
Integration between treasury and the wider business is a prerequisite for an effective and efficient treasury organization. The remit of the treasury function has changed in recent years so that tr...
"I've heard a lot about making sure treasury is a strategic partner to the business. Can you clarify what steps treasurers can take to achieve this and what are the benefits?"
“In which fields is it still possible to add value from a treasury point of view?” That was one of the questions LyondellBasell’s director of financial risk management, Frank van Es, asked himse...
Türk Telekom, with 175 years of history, is the first integrated telecommunications company in Turkey. Due to its long-term foreign currency funding structure, Türk Telekom has significant foreign e...
As a big Dutch multinational, Philips is certainly not immune to the risks of global exchange rates. Fluctuations between different currencies have a significant impact on the incomes and financial st...
