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Risk Management

Successful and effective portfolio management is not only focusing on absolute return, but also creating the optimum strategies under changing market conditions by considering the relationship between risk and return. Accordingly, our measurement criteria at our portfolios are sophisticated risk management techniques and parameters above the internationally accepted standards.

For each financial instrument in our portfolios:

  • Credit risk
  •  Market risk
  • Liquidity risk

are addressed separately.

Additionally, the following are provided for our assets under management:

  • Minimizing the idiosyncratic risk by monitoring the correlation coefficients among financial instruments
  • Monitoring the systematic and unsystematic risks of the portfolio on daily basis,
  • Generate the risk analysis of the portfolios by using standard statistical analysis, VAR analyses and sophisticated simulations.