financial risk fitness gmbh

Landsberger Straße 98 - D-80339 Munich
Phone +49 89 46139112 -

Market Risk
Equities, Bonds, Derivatives, Stress Testing Funding Liquidity

Credit Risk
Ratings, Default Probabilities, Loss given Default

Operational Risk
People, Processes, Systems, Legal

Enterprise Risk
RAROC, Marginal Risk, Incremental Risk, Component Risk, Basel II, Model Risk Management

Commodities Risk
Precious Metals, Energy, Raw Materials, Oil, Gas

Risk In Asset Management
Sharpe/Sortino/Information Ratios, Tracking Error Volatility, Black/Treynor Ratio, Jensen´s Alpha

ALM / Treasury
FTP, Liquidity Premium, Replicating Portfolios, Funding Spread Term Structure, Contingency funding plans, …

Financial Engineering
OIS Curve bootstrapping, Pricing of CDOs, Pricing of Exotic Derivatives, …