Mathematical Finance Expertise & Consulting

Consulting

Selection of topics:

• Interest rate risk
• Foreign Exchange Risk Management
• Precious metals
• Risk measures (V@R, Expected Shortfall)
• Cashflow-at-Risk
• Risk capital allocation
• Systemic risk (systemic interdependence, cross-ownership)

Past collaboration with Approximity GmbH

Prof. Dr. Fischer was a consultant and collaboration partner for Approximity GmbH, a software- and consulting firm, which developed tools for financial risk management.

Approximity (in collaboration with ccfb) developed a Foreign Exchange Risk Management System for a large German automotive group. Approximity also developed and implemented a precious metal strategy for an American  investment fund.