^{Redefining Corporate Risk Management}
Home              Consultancy           Valuation            Advisory             IPSA

Redefining Corporate Risk Management

Medcaps provides consultancy services and risk analytics to companies seeking to manage their financial and business risk exposures. We provide stand-alone valuation and risk measurement tools for foreign exchange, interest rate and credit exposures. We analyze existing customer portfolios and tailor strategies to achieve a desired risk-return profile. Our clients are European financial institutions and corporations. A combination of extensive financial market experience, a dynamic and challenging consulting practice and quantitative expertise enables us to continuously create value for our clients' businesses with cutting edge tools and solutions.  

Recent projects:

1. Valuation and risk-advisory for Italian bank

For a top 10 Italian commercial bank, we provide valuation and risk management tools for their foreign exchange and interest rate derivatives marketing desks. Products cover first and some second generation Libor and CMS exotics for interest rates and first generation exotics for FX options. The service includes Rate Updates (including volatility surfaces, correlations etc) and exposure profile generation. A periodic revaluation and risk-assessment of client portfolios  is also provided.

2. Investment portfolio analysis for UK insurance company

For a top 5 UK insurer we provide analysis and stress-testing of their asset portfolio (bonds/structured notes). The service includes desktop static stress testing tools (valuation, curve shifts etc) as well as periodic multi-asset simulation analyses to establish portfolio total return benchmarks and identify best/worst case scenarios.

3. Corporate treasury review for Swedish corporation

For a top 10 Scandinavian corporate, analysis of their debt/leasing portfolio for hedge efficiency, measuring credit exposure on hedges. Overall review of and enhancements to systems and processes in the corporate treasury. 

Medcaps is a Delaware (USA) incorporated limited liability company. Medcaps' products and services are distributed in Europe by: