Financial Risk - Valuation and Risk Modelling

We employ actuaries and other financial risk management experts to assist in the modelling of financial risks. We adopt industry standard pricing and risk methodologies using benchmark tools to assist clients in their decision making.

As financial product experts, we also provide independent and confidential derivative valuation services to business clients (and their professional advisors) to satisfy statutory, accounting an regulatory requirements or for internal risk management purposes. Congruent has developed pricing and risk frameworks to handle complex derivative and structured product asset classes.

We offer a tailor-made service for businesses that use derivatives for hedging providing them with the following assistance:

  • The independent valuation of your derivative contract.
  • The market risk analysis of the contract using risk factor perturbation, scenario or simulation analysis (or a combination if required).
  • The counterparty risk analysis of the derivative contract
  • The quantitative assessment of the hedge performance of the derivative either for internal risk management purposes or to satisfy other external requirements.

The above analysis can be performed on a standalone basis i.e. single contract or as part of a larger derivative portfolio.

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