Risk Management

As we are always seeking the best risk-adjusted returns for our clients, the risk management department plays a fundamental role in the structure of Epicurus. This department is responsible for the management of all different types of risks which the portfolios are exposed to, as well as to monitor that operations adhere to the investment regime, policies and established procedures.

This department is in charge of identifying, measuring and monitoring risk through different models, techniques and tools. It is also in charge of developing and distributing a full set of reports that are reviewed on a daily or monthly basis as is required and regulating trader’s risk limits.

To measure market, credit and liquidity risk, we use a range of more than 20 different models applied and analyzed on a daily basis on each of our portfolios. We real-time monitor our traders' limits to ensure a confident and error free operation that is well between the risk parameters imposed by authorities or by our clients.

As a result of the success in internal risk control, the department has offered risk platforms and solutions to institutional clients, investment areas of insurance companies and investment management firms.

At working with outside firms, the risk department has successfully offered daily and monthly tailor made reports; automated and integrated risk platforms; and planned and implemented complete risk areas.