Risk management
MEAG supports the risk and investment management of institutional investors
New regulatory challenges and accounting standards mean that our expertise is increasingly in demand, and not only for VAG investors.
The changing environment requires new IT systems and specialised staff.
MEAG offers outsourcing services as an inexpensive alternative to growing internal systems and resources.
These include risk management and back-office services for institutional clients, especially VAG investors.
MEAG quantifies and manages all market and credit risk categories using the appropriate risk factors and relative risk measurement variables. The measurement and attribution of performance across several levels shows the success of the investments.
Risk reports show individual risks, customer-specific aggregations and special risk types (VaR simulations, interest rate risks, etc.) and account for balance sheet and P&L risks.
Limit systems for restricting risks are monitored intraday. If a limit is reached, our Investment Controlling department (KAC) triggers an escalation process that has been precisely defined together with the customer.
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