Risk Modeling

Risk Modeling

The need for (quantitative) models in the financial world has greatly increased, stimulated by new regulations for financial institutions. Zanders has a broad experience with developing and validating financial risk models and the valuation of financial instruments.


Financial institutions are the trailblazers with regard to risk modeling and quantification. The methodologies they have developed can also be adjusted for corporates.

Depending on the sophistication of the risk function and the complexity/impact of the financial risks, corporates can apply different quantification methods, ranging from simple scenario and sensitivity analysis up to holistic at-risk calculations based on Monte Carlo simulations. In corporate risk quantification, it’s not only the “risk engine” used that is of importance, but also models and methodologies used to quantify the underlying exposures.

We can assist in the whole risk quantification process starting from exposure origination up to developing risk engines.

Interested in Risk Modeling?

Sander van TolNiels Muilwijk
Get in touch with Sander van Tol or Niels Muilwijk for more information about Risk Modeling.