- Sovereigns
- Private Equity & Infrastructure Funds
- Housing & Social Infrastructure
- Transport & Utilities
- Pension Funds
-
- Asset and Liability Management (ALM) strategies and implementation of holistic LDI risk management frameworks
- Derivatives Modelling and Advisory, including the appropriate structuring of ISDAs and collateral arrangements
- Execution of LDI derivative strategies
- Counterparty credit exposure pricing and management
- Access to non-government inflation linked assets through bonds and swaps
Derivatives Modelling and Advisory, including the appropriate structuring of ISDAs and collateral arrangements
TradeRisks provides advice and technical tools for derivatives pricing, trading, risk management and modelling. Our team has many years of experience of derivatives pricing and risk management in the fields of interest rates, inflation, credit, and foreign exchange.
As an advisor in all aspects of the derivative trade lifecycle, TradeRisks is a leading derivatives trader, structurer and deal negotiator, and has detailed knowledge of post-trade settlement and back office processes.
Among the services we can provide are the following -
- Advising on pricing and modelling derivative products: which models are appropriate; which parameters should be used; comparing outputs of in-house or vendor systems with those given by our own models.
- Advising on risk management of derivatives: which risks should be hedged; how to cope with risks that cannot be hedged; how different model risks should be combined; how limits can be set.
- Advising on the appropriate structuring of legal documentation: TradeRisks has many years of experience in the structuring of ISDA legal documentation and associated CSA collateralisation arrangements.
- Reviewing existing systems and procedures for trading, pricing, modelling and risk management.
- Forensic analysis of what went wrong after unexpected underperformance, significant losses, rogue trader events etc.
- Education, training and information dissemination by written or verbal means.
