Blockchain powered Treasury Management Engine
Treasury Management is a centralized operation of LongFin. Our diversification financial performance makes our firm as a less dependent on idiosyncratic events in any country.
We tout our expertise and emphasis on Treasury Management.
- Diversification across Geographies
- Diversification across Asset Classes
- Diversification across multiple Commodities
- Diversification across multiple Currencies
Risk Measurement Tools and their Limitations
- We believe in Central Limit Theorem and independent events of 'n' time lead to a Normal Distribution with a positive Skews.
- We combine each independent event to 95% of VAR (Value at Risk) Models, Skewness and Kurtosis.
Price Risk
Our trading involves little exposure to flat price risk through derivative transactions of futures contracts.
Basis Risk
Price Risk hedging involves Basis Risk. LongFin uses its own optionalities of Theta, Gamma, Vega risk using Short-Term Interest Rate Futures or Options.
Contractual and Counterparty Risk
LongFin's Alternative Risk Transfer (ART) solutions insulate contractual and counterparty risk.
Political and Country Risk
We use Alternative Risk Transfer (ART) to Export Credit Agencies (ECA) or Trade Finance Insurance companies to mitigate Political and Country Risk.
Operational Risk
Our real-time trading RMS is built into an automatic platform which detects and generates the warning message to the risk team whenever it is crossing the pre-defined limits (3 levels) and continuously reconciles internal order transactions against the order execution of the global exchanges.