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Risk Management
Risk Management



The globalisation and the rapid growth of financial systems involve, for the operators, the need to operate in highly volatile and constantly changing markets. In this environment, the possibility of measuring and managing the risks of portfolios more precisely and reliably is a necessity, as is the availability of suitable tools for evaluating effects, over time, of the strategic investment decisions. These requirements are beginning to involve a number of financial institutions and research centres in the development of new and more complex methods of risk management all over the world.

For the analysis of each risk factor there is thus a continuous proliferation of methods, based on approaches that are frequently different. The creation and running of a risk management system hence require constant monitoring and evaluation of this multitude of models, in order to identify and define their characteristics, the innovative features of each and its most suitable field of application.

Thanks to the many years of experience accumulated in this sector, both in bank consulting and in theoretical and applied research, GRETA offers a scientific consultancy service aimed at providing a solution for the kind of problems described above.

GRETA’s consulting services are also carried out in co-operation with academic research centres, software houses and Italian and International financial institutions, and provides:

- consultancy for the identification, definition and integration of methods, based on a series of hypotheses, consistent with and suited to the client's characteristics and operating ability, for the simultaneous management of all the risk factors;
- theoretical and applied research on a client's specific problems;
- the organisation of update courses and professional training.


About GRETA Research Areas Products&Services

What we do
Principal clients
How to reach

Risk Management
Systemic Risk
Asset Allocation
Financial Portfolio Analysis & Evaluation
Option Pricing
Scenario Analysis
Statistical Research

Monthly Econometric Financial International Model - MEFIM
Econometric Financial Regional Model - MEFR
Global Asset Model - GAM
GRETA Pension Fund Performance - GRETA-PFP
GRETA Regional Econometric Model - GREM

Events Pubblications  
Sovereign Bond Markets Conferences
CREDIT Conferences
JAE 2005

Recent pubblications
Old GRETA Working Papers

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