Due Diligence, KPO Equity Research India, Commercial Due Diligence India.
Copal’s Risk Management and Analytics Team helps our clients identify and dimension their risk exposure. We aid clients with risk assessment and quantification, risk measurement and tolerance checks as well as stress testing & scenario analyses.
Key services include:
- Identifying risk parameterization
- Developing strategies to minimize undue risk
Risk parameterization services include:
- Risk assessment and quantification
- Tolerance checks
- Stress testing and scenario analyses
- Development of Value at Risk (VaR) models
- Determination of Economic Risk Capital (ERC) and Risk Adjusted Return On Capital (RAROC)
- Calculation of sensitivity parameters (delta, gamma, vega. Rho, theta)
Risk minimization strategy services include:
- Portfolio decomposition and correlation analysis
- Analysis of the effectiveness of hedges