END RISK MODEL
WHAT IS THIS?
EndRisk is a model that uses an algorithm to take decisions on hedge by giving recommendations on the percentage of exposure to cover and what derivatives to use.
WHAT IS IT FOR?
It gives objectiveness to a process that tends to be subjective. The pillars are the result of 20 years of experience in advising companies on hedge strategies, added to our expertise on derivatives.
- Algorithm for decision-making on hedge based upon 5 pillars and an optimization model.
- Recommendations on the percentage to cover and the mix of derivative products (forwards, options and/or combined strategies) to use.
- Tailored analysis based upon each company’s cashflows.
- Assessment of the expected behavior of the strategy’s result based upon the different simulated scenarios of the financial risk factors.