Risk and Capital Management
Our team of highly skilled and experienced risk and quantitative analysts are responsible for managing the risk and capital implications associated with our range of capabilities.
All transactions are assessed on an economic capital basis, similar to the banks (i.e. assessing the expected loss, the return on risk-adjusted capital and the portfolio impact of the transaction).
Munnik Botha: Head: Market Risk Management
Supported by world-class systems, our Risk Management team has the capabilities to:
- Quantitatively assess the inherent risks of portfolio obligations, particularly where these obligations are due over long periods of time
- Quantify the market risks that assets or liabilities are exposed to (for ongoing monitoring)
- Independently assess the risk management of portfolios according to specified benchmarks and mandates
- Analyse the performance of assets (particularly fixed rate and floating rate debt instruments) against specific liability benchmarks.
Maritz Theron: Head: Economic Capital Management
Our Economic Capital Management team utilises sophisticated Moody's KMV rating and capital models to calculate economic capital requirements on all credit risk exposures. We ensure that adequate capital is held in respect of all credit risk exposures taken on by both OMSFIN and OMLACSA.