Market Risk Management

The financial markets have undergone rapid changes in recent decades. Financial innovations make a range of risks tradable.
However, these risks can only be efficiently managed if the risk models and risk measurement systems used are reviewed and optimised on a regular basis. We have supported our clients with such complex issues in the market risk environment for many years. In fact, d-fine has been involved in the development, registration, or expansion of more than 50% of the market risk models recognised by the regulatory authorities in Germany. Find out more about our areas of expertise on these pages and let us show you how our experience in the market risk environment can be used to your advantage.


Managing market risks
An actively supported risk culture is a worthy investment for all business areas involved. It provides awareness of risks taken and potential opportunities. Profit from our expertise in risk measurement, risk control and risk management (more...)

Modelling market risk
The ever-increasing complexity of markets demands efficient and flexible risk models. We will support you through modelling and implementation (more...)

Optimising market risk processes
Operational processes are a major success factor for efficient market risk measurement. Our services cover the entire range of processes in the market risk environment in both functional and technical terms, from introduction and documentation of processes to their "real world" implementation and optimisation (more...)

Introducing market risk systems
Financial institutions are required to operate a market risk system in line with the specifications of regulatory authorities. We will support you during the introduction, revision and optimisation of your risk architecture (more...)

Validating the market risk measurement
Model validation is essential for establishing acceptance both internally and externally. Since 1998, we have supported our clients with the introduction of internal models; we know what is essential to the quality of a risk model and we have a great deal of experience with best-practice validation procedures (more...)

Regulatory approval of internal risk models
The regulatory approval of an internal model for market risk can drastically reduce capital requirements. It can also lead to improved risk management, simplify processes and build up trust in the model figures. Profit from our experience in registering internal market risk models (more...)

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