Our team is highly committed in devising and producing risk management policies and procedures specifically aimed to avert risks and efficiently monitor the overall performance of the investment portfolio.
Additional responsibilities of the risk management team include:
Market risk (risk modeling, model validation) Credit risk (counter party risk, credit derivatives risk i.e. CDS)
Portfolio Risk Profile
Customer’s Risk Profiling (Clustering), and Operational risk.
The following figure, provides a general overview of the risk management:
Highly qualified team specialized in Physics and Probability Statistics
A state of the art information System
Straight through processing and execution
Real Time calculations and monitoring functionalities
Integrated SMS alerts and notifications to customers
The risk analysis process is thoroughly performed on risky and non-risky investments, with no exception or differentiation between the two environments what so ever.
RISK ANALYSIS COVERS TWO ASPECTS
Quantitative side (objective) Qualitative side (subjective)
The quantitative approach is based on complex mathematical models requiring high scientific backgrounds. It allows to test client’s portfolio performance based on a variety of self-assigned pessimistic scenarios such as market crash or LTCM’s. The quantitative approach can be performed on a specific Asset class or the entirety of the client’s investment portfolio.
The qualitative approach relies on the experience and intuition of the management team (financial and economic skills) to assess and evaluate investor’s reactions and behaviors following statements made by financial authorities or government officials.
The combination of both analyses enables AKSYS CAPITAL SAL
to formulate efficient exit-strategy scenarios that are designed to protect client investments by limiting losses and controlling risks when market conditions are unfavorable.