Risk Solutions uses sophisticated financial modelling techniques to analyse your financial market risk.
ANZ's Risk Solutions team utilise a quantitative financial modelling technique to analyse financial market risk arising from foreign exchange, interest rate and commodity price movements. This analysis allows for current and potential hedging strategies to be effectively analysed.
We will identify your key metrics and use these to build an exposure model. Using this model we simulate potential outcomes via Monte Carlo analysis, taking into consideration market levels, volatility and any correlation between assets. We will provide an overlay of both your current and potential hedging strategies.
The Corporate and Institutional Relationships - Risk Solutions team provides you with a business specific solution, discussing market risk in terms of your company's key metrics, providing a level of comfort to stakeholders.
Asset and Liability Management Solutions
- Certainty in cost of funds/reinvestment rate
- Flexibility in interest rate exposure – separating funding/ investment activity from risk management decisions
- Commodity-based hedging solutions
- Management of foreign exchange risk
- Vanilla and exotic option-based strategies
Translation Exposure Management
- Risk management for cross-border investments and business activities
- Review existing interest rate, currency and commodity risk profiles
- Restructuring strategies
To find out more about the advantages Risk Solutions can bring to your business, please contact your Relationship Manager or call our specialists.