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A Structured Approach towards a Best in Class Financial Risk Management Framework

The increased volatility in the commodity and foreign exchange markets, augmented counterparty risk and the low interest rate environment have led to an increased focus on financial risk management (FRM) for multinational corporations (MNCs).

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“We’ve been able to gain trust”

Bart-Jan Roelofsz (Endemol Shine Group)

As well as being a member of the board of the DACT (Dutch Association of Corporate Treasurers), Bart-Jan Roelofsz is mainly known as group treasurer and insurance manager at Endemol Shine.
This entertainment group is the result of a merger between Endemol and Shine. The merger means that the Shine companies have now adopted Endemol’s holistic approach to risk management. But what does that mean in practice? We asked Bart-Jan to explain.

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Why is modeling essential?

Savings as a source of financing

For banks, using variable savings as a source of financing differs fundamentally from ‘professional’ sources of financing. What risks are involved and how do you determine the return?

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FTP: effective management towards clarity

The possibilities and limitations of funds transfer pricing

Achieving a positive interest margin – the profit created by lending at a higher interest rate of interest compared to the borrowing rate – is one of the pillars of a bank’s business model. The total interest result is easy to measure, but to what extent do the departments that raise money and provide financing contribute to that? A funds transfer pricing (FTP) framework can help provide insight into that, but also involves a number of challenges.

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Liquidity risk associated with the AIFM directive

The shutdown of the American government illustrated once again the potentially huge implications of liquidity risk. Recent history is littered with liquidity events, resulting in increasingly strict regulation in this sphere.

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