Here is a list of successfully completed projects:

• We have helped to develop an early warning indicator system for an equity value investor based on credit market signals
• Definition of a limit framework for Alternative Investments (stress tests, drawdown triggers, Value at Risk)
• Design, implementation and control of processes to produce risk reports including development of stress tests, concentration analysis, identification of risk contributors
• Valuation tools for illiquid and hard-to-value assets
• Assessment of liquidity risk of hedge fund investments
• Modelling counterparty risk for credit hedge funds
• Alternative valuations of Private Equity holdings via peer group beta and Merton-type structural credit models
• Financial modelling of credit and fixed income products (e.g., CDOs, CDS indices, convertible bonds) and integration in risk tools
• VaR tools [including Component VaR] for non-linear trading books [for example, equity options, credit hedge funds]
• Simulation-based backtesting tool to specify expected returns and risk for a long/short credit hedge fund
• Risk exposure mapping for risk factors of a quantitative equity market neutral hedge fund