The RisKontrol Group GmbH

Researching, developing, and applying open, tailor-made,

dynamic, and stochastic strategic risk management models

combining assets, liabilities, derivatives  

for financial institutions, aggregates, and sovereigns

Imagine a strategic risk management technology that prefers long-term performance over short-term gains; that controls several risks simultaneously; that incorporates extreme movements and non-normal processes; that does not simply assume the future repeats the past but integrates a structured mathematical framework with collective and individual wisdom; that is dynamic with assets, liabilities, and derivatives; that allows processes to change over time as regimes change; that tailors general objectives and constraints to each institution; and that provides insight and not just answers. Imagine a technology that allows you to shape the future by shaping the densities of multiple outcomes. Our goal is the development and application of that technology for the difficult financial and economic environment we live in. That technology is here now!

That technology we call RisKontroller.

Serving central banks, ministries of finance, sovereign wealth funds, pension funds, (re)insurance companies, hedge funds, and other financial institutions.

FT Article - the debate goes on!

  Is fund management more about luck than skill? Log into FT MoneyWeek and give your opinion. You may want to check out our paper "Time is the Essence" where it is suggested that it takes about 175 years to separate skill from luck with an 84% confidence level under basic assumptions. This 1996 paper by Dr. Ramasastry Ambarish and Dr. Lester Seigel is also referenced in the Financial Times of January 14, 2012. You may like additional convincing so you can read our short note on "Simulations for Time is the Essence". Please feel free to also make a comment on our Blog.

OMFIF Article

See our article summarizing our paper on "Stress testing central banks" in the Official Monetary and Financial Institutions Forum in the January Monthly Bulletin on page 34.  Contact us for a copy of the article or the full paper.

Fact Sheet

Contact us for a copy of our Fact Sheet providing details of our RisKontroller Technology. Or request a copy of our Scenario Generator Fact Sheet that can be used as a separate module!