Risk and Capital Management
Our team of highly skilled and experienced risk and quantitative analysts is responsible for managing the risk and capital implications associated with our range of businesses.
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
Using world-class systems, we are able to:
- Quantitatively assess and manage risks of assets and liabilities.
- Analyse the performance of assets (particularly debt instruments)
against particular liability benchmarks.
- Risk-manage portfolios in accordance with their specified benchmarks and mandates.
Maritz Theron: Head: Economic Capital Management
Using sophisticated rating and capital models, we ensure that
adequate capital is held in respect of all credit risk exposures taken
on by both OMSFIN and OMLACSA.