Capital Market Risk Advisors Inc. provides risk management and strategic advisory services including: risk assessments; derivatives, mortgage and complex securities analysis; investment policy reviews; custodian risk reviews; financial engineering; capital markets evaluation; financial forensics; value at risk; training; and compensation planning.
As of March 31, it had 65 derivatives consulting clients.
The institutional client contact is Maarten Nederlof.
2884 Broxton, Cleveland, Ohio 44120; phone: (216) 991-3555; fax: (216) 991-3305
Currency Performance Analytics maintains a currency overlay manager database that compares currency performance after normalizing for differences in underlying asset exposures, mandates and benchmark hedging ratios. The firm consults with plan sponsors on currency overlay management strategies, assists with manager selection and tracks hired manager performance relative to the universe. The firm also provides competitive return data to managers.
As of March 31, it had seven institutional derivatives consulting clients.
The institutional client contact is Brian Strange.
EMCOR Risk Management
100 S. Broadway, Irvington, N.Y. 10533; phone: (914) 591-4790; fax: (914) 591-4854
Emcor Risk Management Consulting offers development and implementation of institutional investor and corporate risk management programs, from policy setting to strategy development and execution; from benchmark setting to performance evaluation. It provides investment portfolio analytics, valuation of complex derivative securities and the development and implementation of value at risk programs, as well as model diagnostics, stress testing and scenario analysis for U.S. dollar and multicurrency derivatives instruments and portfolios.
As of March 31, it had 31 institutional derivative consulting clients.
The institutional client contacts are Robert J. Baldoni and Heinz Binggeli.
225 N. Michigan Ave., Suite 700, Chicago, Ill. 60601-7676; phone: (312) 616-1620; fax: (312) 616-0404
Ibbotson Associates provides tools to develop and implement an ongoing derivatives strategy that diverts the risk of market fluctuations and avoids hedging risks that don't exist. Services include: program structuring (risk assessment, strategy simulation, sensitivity testing); corporate policy development; specific transaction advice (need, optimal deal structure, pricing issues); ongoing review of derivative applicability; and customized training and education programs.
As of March 31, it had six institutional derivatives consulting clients.
The institutional client contact is Marius Daugirdas.
KPMG Peat Marwick L.L.P.
345 Park Ave., New York, N.Y. 10154; phone: (212) 758-9700
KPMG Peat Marwick L.L.P. provides consulting for controlling derivative risk. It seeks to minimize the probability of inappropriate losses and to maximize expected returns through optimal risk-based allocation and leverage of capital. Its approach integrates analytic, business process and technology skills.
As of March 31, it had more than 100 institutional derivatives consulting clients.
The institutional client contact is Joseph Erickson.
RP Consulting Group Inc.
111 Second Ave. N.E., Suite 705, St. Petersburg, Fla. 33701; phone: (813) 823-0004; fax: (813) 821-8835
RP Consulting Group Inc. provides portfolio applications of managed derivatives incorporating multiple optimization schemes and risk-aversion analysis, and trade-by-trade input to risk analysis.
As of March 31, it had 10 institutional derivatives consulting clients.
The institutional client contact is Richard Pike.
860 Fifth Ave., New York, N.Y. 10021; phone: (212) 724-7535; fax: (212) 580-9703
Sponsor-Software Systems Inc. provides software to measure asymmetrical characteristics of derivative returns. Analysis includes shape asymmetry, downside risk against absolute and relative targets and Sortino ratios. Full data handling and customizable chart capabilities are included.
The institutional client contact is Brian M. Rom.
Trevor Robinson Investment
Westering House, Coombe Road, Otford, Kent, TN14 5RJ England; phone: (44-195)-952-5150; fax: (44-195) 952-5159
Trevor Robinson Investment Consultancy advises investment management companies on appropriate controls on derivatives; audits existing positions in derivatives; and provides training to board members on how to interpret derivative reports.
As of March 31, it had 18 institutional derivatives consulting clients.
The institutional client contact is Trevor Robinson.
The Woodward Group
666 Dundee Road, Suite 501, Northbrook, Ill. 60062; phone: (847) 509-8007; fax: (847) 509-8010
The Woodward Group offers a pro-active program offering independent assistance to boards of directors, audit committees and senior management in the following areas: evaluating the rationale and application of the risk management process; emphasizing areas in which risk management can be strengthened to accomplish business objectives; and diagnosing weakness in the system that could lead to unexpected losses.
As of March 31, it had 15 institutional derivatives consulting clients.
The institutional client contact is Donald L. Horwitz.