TEB AMĺs Risk Management Procedures
There is a risk centre, which identifies the investment
procedures at TEB Portf÷y Y÷netimi.
Every single stage of the investment process is being closely
- Monitoring customer portfolios
- Controlling assets distribution
- Quality of investment environment
Thanks to the Risk Specialist, whose global experience includes
BNP Paribas as well, the risk measurement and management procedures
are implemented in such topics like market risk and credit risk.
The tasks of the Monthly Market Risks Committee
- Monitors fund and discretionary portfolio management performances
- Monitors the relevant other party's risk and liquidity risk
all assets groups
- Monitors VaR (the sum to be lost in 1 day with 99% probability),
stress test, volatility (the fluctuation of the stock quotation
or the market in short period of time), overlap ratio (measurement
of the correlation of the portfolio with the index, by comparing
with the share percentages in the index).