Risk Management

The Global Markets team has an exceptional track record in structuring tailor made in house derivative solutions to meet the hedging needs of their clients. Global Markets offers a competitive ‘best in class’ hedging solutions across the following asset classes:

  • Foreign Exchange
  • Interest Rates
  • Commodities
  • Equities

The Risk Management process is driven by:

  • VAR limits
  • Expected shortfall
  • Days to liquidate
  • Concentration risk
  • Stress testing
  • Scenario testing