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- Will the fluctuations in exchange rate between your local currency and the US dollar affect your investment decision?
- Will the interest rate fluctuations have a major impact on your firm’s profitability?
- What is the best hedging strategy for your portfolio?
Quantitative risk analysis is a tool used widely in the field of finance and financial services. Organizations across the spectrum from the largest global banking giants to small boutique tax, compliance and business valuation firms have found great utility in quantitative risk analysis. In addition, many other financial firms also use risk analysis for tasks like derivatives pricing, options valuation, hedging, strategy testing, or any modeling that involves the representation of uncertain future outcomes.
In the current economic environment, understanding and managing risk and opportunity are, more than ever, essential to a company's future survival and prosperity. Corporate finance risk analysis can be used to quantitatively assess and compare the uncertainty surrounding your financial decision options (new projects, mergers and acquisitions, etc).
In contrast with traditional valuation approaches such as the discounted cash flow (DCF) method, risk analysis provides you with a better understanding of risks and uncertainties through their explicit identification and quantification. This enables business managers to make more informed and hence better investment decisions. Corporate finance risk analysis includes, among others, the assessment of uncertainty in input parameters, time-series forecasting, eliciting and modeling expert estimates, and determination of DCF measures of value that incorporate the identified uncertainties.
Vose Consulting has experience in and can help you with among others Value at Risk (VaR), Credit Risk, Interest Rate Risk, Market Portfolio Risk, Capital Management and Operational Risk. We also commercially released a software tool that brings advanced risk analysis modeling (including Aggregate modeling, copulas and time series fitting…) for insurance and finance to Excel: ModelRisk for insurance and finance. Click here to see more details on our capabilities.
M.Sc.
+32 932 406 23
Vose Consulting Belgium Office
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At Vose Consulting we believe in partnering relationships with our clients: that is, we strive to structure our clients' use of our time to maximize their benefit. To that end we prefer to work, wherever possible, alongside the client, demonstrating and teaching as we go the methods we use and sharing as much of the work as possible with the clients' personnel. This maximizes the transfer of knowledge, so that the client is better able to understand our work, and more capable of doing future projects by themselves. We aim for long-term relationships with our clients. To view the full list of our clients in this application, please follow the link at the end of the list “View All Clients”.
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- ABN AMRO
- Bank of Colombia
- Carl Walker, USA
- Citibank, UK
- Ignite IP
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Problem
The client, an online finance company, processes a large volume of credit applications on a 24x7 basis. Processing time and cost of the application process are key ingredients to the client’s profitability. Part of the application process is to run the borrower’s information through a number of steps which include several internal systems and several different credit bureaus.
Each of these steps happens in a prescribed sequence. After each step, a decision is made to either reject the borrower’s application or to go to the next step. Obtaining the data from each credit bureau has a unique cost and processing time. Running the borrowers information through each internal system also has an associated processing time. The client was interested in determining the best sequence of steps to optimize for the lowest average cost and/or lowest average processing time.
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Problem: This innovative UK venture capital firm was negotiating the purchase of the European Division of Six Flags - the world's largest regional theme park operator, but there was great uncertainty about its real financial value that had to be assessed in order to secure financial backing.
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Problem: A national tax authority had committed to moving over to a system of self-assessment with a firm date set by government by which time the system had to be in place. Self-assessment required a new IT infrastructure throughout the country, including developing new software and training of personnel in use of that software. The software contractor believed that it would meet the required timeframe based on a risked project plan. However, there was some reservation that the plan was realistic.
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Problem: To evaluate hedging and other potential risk mitigation decisions, the third largest bank in South America needed to forecast the exchange rate between its local currency and the US dollar.
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Problem: A new venture capital firm was in the process of structuring its US$30 million fund to determine an optimal distribution of the different future cash flows to the various stakeholders.
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Vose Consulting primary goal is to help clients make better, more informed decisions in the face of uncertainty and risk. We accomplish this goal through a combination of risk analysis consulting, training, and software. We believe that training is essential in all customer engagements. Vose Consulting provides training in many aspects of risk analysis, from general probabilistic modeling to complex financial and project risk analysis. We have a particular focus and expertise on quantitative risk analysis and modeling. Below you can see the list of training courses suggested by Vose Consulting. To see all trainings and schedules courses, please click on the links following the list.
Scheduled courses
Other courses
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" I wanted to express my thanks and appreciation for the outstanding training you provided during the Quantitative Risk Analysis course held in Philadelphia. The course material was informative, challenging, and extremely well presented. It was an awesome learning experience for everyone. I have a great appreciation for Vose Consulting, because I honestly believe your organization is hands down the most knowledgeable risk modeling firm in the world. Thank you again.”
Brian Watt
Chief Operating Officer / Chief Financial Officer
GECC, Inc
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