Probability specializes in the following topics in the asset management domain:
Strategy & Governance
We are experienced with executing a Strategic Risk Assessment, supporting the development of a Risk Appetite Statement, conducting a Risk Framework Review, and setting up a Policy House.
We offer Risk in Managed Service. We can supply temporary staff in financial and non-financial risk management roles. For example, conducting risk opinions on investment proposals or outsourcing business functions.
Executive Interim Roles
We can fulfill the executive roles of CEO, CIO or CRO of the asset managers a 6 to 18-month period. The assignment should include run, advice and change. We have also experienced trainers for management- and supervisory board members.
Our ESG offering includes setting ESG objectives, advice on embedding ESG in the investment process, monitoring goals by risk management, measuring ESG performance, and reporting within the regulations about the ESG goals.
Model Validation & Development
Our Model Validation Service Line performs validations on Asset Managers, for example, ALM models, valuation models, and tracking error models. We also help clients by model development in these areas. We can also rebuild an existing Excel model landscape into a stable and maintainable production environment in for example R of Phyton.
Our Performance Measurement Service Line implements systems like Ortec’s Pearl or BlackRock’s Aladdin. We develop tailor-made performance measurement systems and dashboards. We measure ESG performance, separately or in combination with financial performance.
We perform ICAAP for asset managers within the applicable regulations.
The above topics are highlights in our expertise. For other topics, please feel free to contact our sector lead directly.