Nexus Risk Management Inc. |
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NEXUS RISK MANAGEMENT INC.
Nexus Risk Management is a leading financial risk management company with offices in Toronto and Seoul providing financial institutions with sophisticated tools, training, expertise and execution to manage risk with the sharp focus needed to achieve their financial objectives. Worldwide Nexus Risk Management works closely with insurance companies and pension plans, rating agencies and regulators, leading experts from academia and the investment industry as well as reinsurers and other counterparties. Nexus Risk Management is committed to bringing together deep industry knowledge, leading edge techniques and best practices from around the world. nexusrisk. com
RISK TRAINING
Risk is the undisputed number one publication for financial risk managers, derivatives dealers, corporate hedgers and institutional investors. Risk Training was launched 15 years ago and is the flagship brand of Incisive Training. We offer over 100 courses a year and our portfolio extends to the UK, Europe, North America, Asia, Middle East, South Africa and Australia.
We have developed a reputation for the timeliness and the relevance of our course content, and the expertise and professionalism of our tutors.
We believe that education, the meeting of minds and sharing of best practice is critical for the functioning and development of the financial markets. Our aim has always been to provide honest independent training on business critical matters, to respond swiftly to changing regulation and to provide clients with the knowledge they need to advance in their careers. www. risk. net
SOCIETY OF ACTUARIES
The Society of Actuaries is a nonprofit professional society of more than 18, 000 members involved in the modeling and management of financial risk and contingent events. The mission of the SOA is to advance actuarial knowledge and enhance the ability of actuaries to provide expert advice and relevant solutions for financial, business and societal problems involving uncertain future events. www. soa. org
Nexus Risk Management is a leading financial risk management company with offices in Toronto and Seoul providing financial institutions with sophisticated tools, training, expertise and execution to manage risk with the sharp focus needed to achieve their financial objectives. Worldwide Nexus Risk Management works closely with insurance companies and pension plans, rating agencies and regulators, leading experts from academia and the investment industry as well as reinsurers and other counterparties. Nexus Risk Management is committed to bringing together deep industry knowledge, leading edge techniques and best practices from around the world. nexusrisk. com
RISK TRAINING
Risk is the undisputed number one publication for financial risk managers, derivatives dealers, corporate hedgers and institutional investors. Risk Training was launched 15 years ago and is the flagship brand of Incisive Training. We offer over 100 courses a year and our portfolio extends to the UK, Europe, North America, Asia, Middle East, South Africa and Australia.
We have developed a reputation for the timeliness and the relevance of our course content, and the expertise and professionalism of our tutors.
We believe that education, the meeting of minds and sharing of best practice is critical for the functioning and development of the financial markets. Our aim has always been to provide honest independent training on business critical matters, to respond swiftly to changing regulation and to provide clients with the knowledge they need to advance in their careers. www. risk. net
SOCIETY OF ACTUARIES
The Society of Actuaries is a nonprofit professional society of more than 18, 000 members involved in the modeling and management of financial risk and contingent events. The mission of the SOA is to advance actuarial knowledge and enhance the ability of actuaries to provide expert advice and relevant solutions for financial, business and societal problems involving uncertain future events. www. soa. org
Nexus Risk Management Inc. is based in Toronto, ON, Canada
USING ASSET LIABILITY MANAGEMENT TO GAIN COMPETITIVE ADVANTAGE
Over the past few decades, financial institutions with inadequate or no Asset Liability Management ( ALM ) discipline have been ruthlessly punished by the financial markets, suffered severe losses and experienced several failures as a result of their exposure to changes in interest rates, asset defaults and turbulent equity markets. In many cases these risks were unnecessary and could easily have been avoided with effective ALM. Many companies today are not being fairly compensated for the risks they are assuming. Best practices that have emerged in the area of ALM over the last few years have enabled insurance companies to use ALM as a strategic decision making framework to add value, gain competitive advantage and achieve financial objectives. Nexus Risk Management works with a number of insurance and reinsurance companies globally to implement best practice ALM, ERM and LDI frameworks, formulate effective ALM strategies and execute asset management within an ALM framework.
INTERNATIONALLY ACCLAIMED COURSES
Nexus Risk Management conducts internationally acclaimed courses on ALM with Risk Training and in association with the Society of Actuaries. Over 1000s of ALM practitioners, senior managers, regulators and analysts from around the world have attended Asset Liability Management Techniques and Practices.
Other courses held:
- ALM Techniques and Practices
- ERM Techniques and Practices
- Dynamic Hedging Master Class
- Interest Rate Models Master Class
See www. nexusrisk. com for more details and availability.
ASSET MANAGEMENT
For insurance companies and pension plans, the traditional asset management model can fail to achieve the overall financial objectives even when the investment objectives have been met. By executing asset management within a risk framework the true risk exposure can be reduced and substantial value can be added.
Under the traditional model insurance companies are required to translate the overall financial objectives as best they can into investment objectives then specify a liability benchmark with appropriate risk targets that approximate the actual liabilities. Oftentimes the risk limits are specified using metrics that do not fully describe the actual risk exposure. Using this model, even if an asset manager beats the benchmark and achieves the investment objectives, this does not ensure that the financial objectives will be achieved. Insurance companies can simultaneously realize an increase in portfolio yield and lower financial results due to higher actuarial reserves and/ or economic capital required.
Executing asset management within a risk framework uses the actual liability cash flows, eliminating the reliance on a proxy for the liabilities. This ensures that the actual interest rate risk exposure can be effectively managed and reserves and economic capital minimized. By executing the asset management function within a risk framework, companies can add significant value and show immediate improvement to the bottom line. This is accomplished by focusing on the actual overall financial objectives, understanding the interrelationship between increasing total return and decreasing risk exposure, and by managing against actual liability cash flows. ALM strategies are formulated to achieve the financial objectives, then proprietary algorithms are used to optimize the portfolio (i. e. maximize value and minimize risk) on a default free basis and realize significant immediate gains and decrease risk exposure.
The key to formulating and executing effective strategies is to having an in-depth understanding of both the assets and liabilities and how they interrelate. Trying to specify objectives for each side of the balance sheet separately will not necessarily ensure that the overall financial objectives are achieved.
Through strategic partnerships we provide integrated asset management and ALM services for a competitive fee. By managing the assets directly against the liability cash flows and focusing on the financial objectives of our clients we add significant value over the traditional asset management approach. Our services allow our clients to free up resources devoted to ALM while ensuring that ALM best practices are being performed.
A BETTER APPROACH TO ASSET MANAGEMENT
Through joint ventures with Asset Management firms the inadequacies of the traditional asset management model are resolved and assets are managed directly against the liability cash flows within a principled ALM framework. Strategies to optimize the portfolio on a default-free basis have added substantial value for our clients by simultaneously decreasing their risk exposure AND increasing their investment income by millions per year.
SOFTWARE
Nexus Risk Platform is a flexible software platform on which to manage asset and liability risks. Comprised of a suite of modules and utilities that enable companies to execute risk management as a strategic-decision making framework, Nexus Risk Platform incorporates overall financial goals, risk appetite and specific risk tolerances.
Modules are available for executing ALM strategies, dynamic hedging, and calculating economic capital. Utilities available include a series of financial modules, interest rate models and economic scenario generators. Nexus Risk Platform is fully automated to allow seamless integration with our clients' existing systems.
Nexus Risk Platform combines the security of a .NET platform, the transparency of Excel and the power of a SQL-Server database.
POWERFUL TOOLS TO MANAGE RISK
Nexus Risk Management provides powerful ALM software to manage risk exposure. ALM Calculation Engine v3. 1 is a fully transparent Excel based tool that enables companies to manage the risk exposure associated with a given set of asset and liability cash flows. ALM Calculation Engine v3. 1 performs the necessary calculations to conduct the various activities in the ALM process including 1) measurement of risk exposure, 2) analysis of strategies and assumption changes, 3) monitoring of ALM position against approved risk limits, 4) risk reporting, 5) portfolio rebalancing and 6) optimization.
RESEARCH AND SURVEYS OF INDUSTRY PRACTICE
Intellectual capital is our most prized asset. Leading edge research in the area of risk management and observation of industry practices globally help ensure Nexus Risk Management provides advanced risk management solutions to its clients. We also conduct commissioned surveys of industry practice on behalf of our clients.
Over the past few decades, financial institutions with inadequate or no Asset Liability Management ( ALM ) discipline have been ruthlessly punished by the financial markets, suffered severe losses and experienced several failures as a result of their exposure to changes in interest rates, asset defaults and turbulent equity markets. In many cases these risks were unnecessary and could easily have been avoided with effective ALM. Many companies today are not being fairly compensated for the risks they are assuming. Best practices that have emerged in the area of ALM over the last few years have enabled insurance companies to use ALM as a strategic decision making framework to add value, gain competitive advantage and achieve financial objectives. Nexus Risk Management works with a number of insurance and reinsurance companies globally to implement best practice ALM, ERM and LDI frameworks, formulate effective ALM strategies and execute asset management within an ALM framework.
INTERNATIONALLY ACCLAIMED COURSES
Nexus Risk Management conducts internationally acclaimed courses on ALM with Risk Training and in association with the Society of Actuaries. Over 1000s of ALM practitioners, senior managers, regulators and analysts from around the world have attended Asset Liability Management Techniques and Practices.
Other courses held:
- ALM Techniques and Practices
- ERM Techniques and Practices
- Dynamic Hedging Master Class
- Interest Rate Models Master Class
See www. nexusrisk. com for more details and availability.
ASSET MANAGEMENT
For insurance companies and pension plans, the traditional asset management model can fail to achieve the overall financial objectives even when the investment objectives have been met. By executing asset management within a risk framework the true risk exposure can be reduced and substantial value can be added.
Under the traditional model insurance companies are required to translate the overall financial objectives as best they can into investment objectives then specify a liability benchmark with appropriate risk targets that approximate the actual liabilities. Oftentimes the risk limits are specified using metrics that do not fully describe the actual risk exposure. Using this model, even if an asset manager beats the benchmark and achieves the investment objectives, this does not ensure that the financial objectives will be achieved. Insurance companies can simultaneously realize an increase in portfolio yield and lower financial results due to higher actuarial reserves and/ or economic capital required.
Executing asset management within a risk framework uses the actual liability cash flows, eliminating the reliance on a proxy for the liabilities. This ensures that the actual interest rate risk exposure can be effectively managed and reserves and economic capital minimized. By executing the asset management function within a risk framework, companies can add significant value and show immediate improvement to the bottom line. This is accomplished by focusing on the actual overall financial objectives, understanding the interrelationship between increasing total return and decreasing risk exposure, and by managing against actual liability cash flows. ALM strategies are formulated to achieve the financial objectives, then proprietary algorithms are used to optimize the portfolio (i. e. maximize value and minimize risk) on a default free basis and realize significant immediate gains and decrease risk exposure.
The key to formulating and executing effective strategies is to having an in-depth understanding of both the assets and liabilities and how they interrelate. Trying to specify objectives for each side of the balance sheet separately will not necessarily ensure that the overall financial objectives are achieved.
Through strategic partnerships we provide integrated asset management and ALM services for a competitive fee. By managing the assets directly against the liability cash flows and focusing on the financial objectives of our clients we add significant value over the traditional asset management approach. Our services allow our clients to free up resources devoted to ALM while ensuring that ALM best practices are being performed.
A BETTER APPROACH TO ASSET MANAGEMENT
Through joint ventures with Asset Management firms the inadequacies of the traditional asset management model are resolved and assets are managed directly against the liability cash flows within a principled ALM framework. Strategies to optimize the portfolio on a default-free basis have added substantial value for our clients by simultaneously decreasing their risk exposure AND increasing their investment income by millions per year.
SOFTWARE
Nexus Risk Platform is a flexible software platform on which to manage asset and liability risks. Comprised of a suite of modules and utilities that enable companies to execute risk management as a strategic-decision making framework, Nexus Risk Platform incorporates overall financial goals, risk appetite and specific risk tolerances.
Modules are available for executing ALM strategies, dynamic hedging, and calculating economic capital. Utilities available include a series of financial modules, interest rate models and economic scenario generators. Nexus Risk Platform is fully automated to allow seamless integration with our clients' existing systems.
Nexus Risk Platform combines the security of a .NET platform, the transparency of Excel and the power of a SQL-Server database.
POWERFUL TOOLS TO MANAGE RISK
Nexus Risk Management provides powerful ALM software to manage risk exposure. ALM Calculation Engine v3. 1 is a fully transparent Excel based tool that enables companies to manage the risk exposure associated with a given set of asset and liability cash flows. ALM Calculation Engine v3. 1 performs the necessary calculations to conduct the various activities in the ALM process including 1) measurement of risk exposure, 2) analysis of strategies and assumption changes, 3) monitoring of ALM position against approved risk limits, 4) risk reporting, 5) portfolio rebalancing and 6) optimization.
RESEARCH AND SURVEYS OF INDUSTRY PRACTICE
Intellectual capital is our most prized asset. Leading edge research in the area of risk management and observation of industry practices globally help ensure Nexus Risk Management provides advanced risk management solutions to its clients. We also conduct commissioned surveys of industry practice on behalf of our clients.
 online course |
 instructor-led class |
 learn at home |
 group study |
 self-directed study |
 cd-based training |
 DVD video training |
 printed book |
 e-book digital book |
 workshop seminar |
 train the trainer |
 computer-based learning |
 discount pricing |
 online tutorial |
Dynamic Hedging Essentials
: DYNAMIC HEDGING ESSENTIALS is a half-day classroom training session designed to provide a review of essential dynamic hedging concepts.
Learn industry practice regarding dynamic hedging programs
Calculate first, second, third order Greeks and cross Greeks
Execute delta hedge
This course is also in association with the CBOE. This course is a part of our 2011 Dynamic Hedging Program Series.
: DYNAMIC HEDGING ESSENTIALS is a half-day classroom training session designed to provide a review of essential dynamic hedging concepts.
Learn industry practice regarding dynamic hedging programs
Calculate first, second, third order Greeks and cross Greeks
Execute delta hedge
This course is also in association with the CBOE. This course is a part of our 2011 Dynamic Hedging Program Series.Dynamic Hedging Master Class
: DYNAMIC HEDGING MASTER CLASS is an advanced one-day program covering the key elements of executing
a dynamic hedging program to hedge equity-based guarantees and provides hands-on practice through case
studies and application exercises.
Learn how to implement a dynamic hedging program
Review economic scenario generators and nested simulation
Learn how to simulate and evaluate dynamic hedging strategies
Quantify cost and risk distribution of GMWB
Understanding hedge effectiveness and attribution analysis
Perform fund mapping
Calculate trading grid
Produce risk report
Execute dynamic hedging strategy
This more...
: DYNAMIC HEDGING MASTER CLASS is an advanced one-day program covering the key elements of executing
a dynamic hedging program to hedge equity-based guarantees and provides hands-on practice through case
studies and application exercises.
Learn how to implement a dynamic hedging program
Review economic scenario generators and nested simulation
Learn how to simulate and evaluate dynamic hedging strategies
Quantify cost and risk distribution of GMWB
Understanding hedge effectiveness and attribution analysis
Perform fund mapping
Calculate trading grid
Produce risk report
Execute dynamic hedging strategy
This more...Dynamic Hedging Workshop
: DYNAMIC HEDGING WORKSHOP is a half-day focus group discussion and networking opportunity for dynamic
hedging practitioners. There is no cost to attend but participation in the facilitated discussion is by invitation only
covering the following topics.
Survey of industry practices
Identification of challenges and issues facing industry
Benchmarking a hedge effectiveness, grid processing speed
*This course is invitation only
This course is also in association with the CBOE, and is a part of the 2011 Dynamic Hedging Program Series.
Enterprise Risk ManagementEnterprise Risk Management
: DYNAMIC HEDGING WORKSHOP is a half-day focus group discussion and networking opportunity for dynamic
hedging practitioners. There is no cost to attend but participation in the facilitated discussion is by invitation only
covering the following topics.
Survey of industry practices
Identification of challenges and issues facing industry
Benchmarking a hedge effectiveness, grid processing speed
*This course is invitation only
This course is also in association with the CBOE, and is a part of the 2011 Dynamic Hedging Program Series.Enterprise Risk Management
: ERM Techniques and Practices is a hands-on training course taught in a classroom setting. This course is designed to provide training to both risk professionals and decision makers and help advance practice in the ERM field. ERM Techniques and Practices use the same format as the internationally acclaimed Asset Liability Management Techniques and Practices that has been conducted globally since 2003.
- Learn how to execute ERM at strategic level to run business and drive decision making
- Learn how to integrate ERM with strategic planning
- Participate in a mock Risk Committee more...
Investment and FinanceAsset Liability Management
: ERM Techniques and Practices is a hands-on training course taught in a classroom setting. This course is designed to provide training to both risk professionals and decision makers and help advance practice in the ERM field. ERM Techniques and Practices use the same format as the internationally acclaimed Asset Liability Management Techniques and Practices that has been conducted globally since 2003.
- Learn how to execute ERM at strategic level to run business and drive decision making
- Learn how to integrate ERM with strategic planning
- Participate in a mock Risk Committee more...Asset Liability Management Seminar
: ALM SEMINAR
2011 COURSE OVERVIEW
ASSET LIABILITY MANAGEMENT SEMINAR provides an unsurpassed opportunity to network with
leading risk professionals involved in ALM, dynamic hedging, stochastic modelling and asset
management. Hear from prominent experts in the field on the latest ALM topics.
Significant market volatility & significant uncertainty
Implementation of Solvency II
Liquidity risk management
Exposure to industry leading experts
Networking opportunities
Join your colleagues and listen as leading experts and money managers discuss their solutions.
*This class more...
Asset Liability Management Techniques and Practices
: ALM Techniques and Practices provides intensive hands-on training on ALM techniques, practices and advance applications. Participants receive content rich course materials along with valuable utilities and templates. Learn how to implement ALM as a strategic decision-making framework to gain competitive advantage and increase value Ensure appropriate policies and control procedures are in place Practice advanced techniques for measuring risk exposure.
E-learning:
ALM ESSENTIALS is designed to provide a review more...
: ALM Techniques and Practices provides intensive hands-on training on ALM techniques, practices and advance applications. Participants receive content rich course materials along with valuable utilities and templates. Learn how to implement ALM as a strategic decision-making framework to gain competitive advantage and increase value Ensure appropriate policies and control procedures are in place Practice advanced techniques for measuring risk exposure.
E-learning:
ALM ESSENTIALS is designed to provide a review more...- T asked: Do you offer any courses on derivatives about Nexus Risk Management Inc.
- D asked: I'm interested in the five week online training for ALM. Would like additional informatiion. Thank you about Asset Liability Management Techniques and Practices
- Y asked: Hello ! Please, could you provide me more details related to those training: Enterprise Risk Management - Risk Assessment - Risk Control & Risk Finacing. Scheduling - Best Practices - Fees.... about Enterprise Risk Management
- B asked: I would like to know when you next have a course in London and how much the cost is. about Asset Liability Management Techniques and Practices
- M asked: Do you have an ALM training course scheduled in Toronto? about Asset Liability Management Techniques and Practices
- C asked: How much is this course? Where and when are the next training dates for this year? about Enterprise Risk Management
- G asked: I want to know about your semars on Advanced risk Management. about Nexus Risk Management Inc.
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