Noetzold & Noetzold

Noetzold & Noetzold is The Specialist in Risk and Strategy Consulting

Noetzold & Noetzold provides corporates and financial service companies with customized solutions covering all aspects of risk management and strategy.

Risk management is a valuable differentiator in a volatile world since it uncovers and utilizes premia associated with future uncertainties (risks). Performance measurements should not be based on returns alone, but must discount the premia associated with the risks taken. Risk-return metrics supply conventional returns with a risk dimension that discounts the price of future uncertainties or risks. Risk-return metrics are used to measure performance, to benchmark and optimize portfolios of assets, to allocate resources (or incentives), etc.

Noetzold & Noetzold offers a variety of consulting services, covering a spectrum from strategy consulting to mathematical modelling. The consulting themes include:

  • Enterprise-wide risk strategy and risk-adjusted strategy.
  • Risk-adjusted valuations (investments, projects, acquisitions, etc.).
  • Identification, measurement, quantification, and hedging of risk exposures (risk-adjusted P&L, risk figures, economic capital, etc.).
  • Implementation of enterprise-wide risk management (system integration, process optimization, structure development).
  • Integration of individual risk management systems and processes into a coherent enterprise-wide framework.
  • Performance measurements and optimization (risk measurement, risk-return performance optimization, portfolio optimization, capital allocation, etc.).
  • Quantitative risk modelling (operational risks, liquidity risks, strategic risks, credit risks, interest rate risks, exchange rate risks, commodity risks, etc.).
  • Implementation of customized risk models.
  • Monitoring of risks and risk factors (exposures, sensitivities, VaR, etc.).
  • Development of enterprise-wide market data management, market database, and calculation of derived quantities (e.g. customized indices, covariances, volatilities).