Risk cannot be avoided. It must be managed.
The business landscape of a corporation, including the financial services offered by Financial Institutions is always in a state of change. JRO Derivatives provides an integrated risk management in credit and market risk, as well as provides consulting with hedging commodity futures, hedging financial and monetary futures, spreading, hedging with futures options and financial modeling solution.
JRO Derivatives cover the major areas about Risk Management (credit & market risk) and Financial Modeling, including:
JRO Derivatives provides a step-by-step through the entire process of developing short and long-term financial forecasting, analysis and modelling. JRO Derivatives covers financial model in the area of Oil & Gas; Bank & FIG, Financial Statement modeling using sensitivity analysis, and Monte Carlo simulation; and Restructuring modeling.
We offer consulting including: forward contracts, futures contracts, options contracts, options on futures, and swap contracts. JRO derivatives helps for financial institution, enterprises, financial advisory firms, tied agents of investment firms, and investment firms through derivative instruments to hedge preexisting risk exposure.
JRO Derivatives provides two models related to credit risk: