![Portfolio Tools Product Development Corporate Solutions Regulation Payoff Simulation cVaR with/without structured solution Asset Allocation Insurance Surplus Stresstesting ALM Rate Simulation [email_address] Funding optimisation Hedge strategies IFRS / IAS39 Solvency II nFTK Swedish traffic lights Product idea factory Bloomberg/CNBC appearances Website animation Fortis Indices Data Envelopment Analysis Plug&Play MtM Hedge Effectiveness Testing (HEED) Starcatcher (FSTAR Index) Illustrative Output Multi underlying Deliverables Specialised sales force CSDG](https://image.slidesharecdn.com/CSDGBNPPPres-122911581487-phpapp01/85/Csdg-Bnpp-Pres-3-320.jpg)
![INSTITUTIONALS CLIENTS Local Global KBC AM DEXIA AM ING AM P&V Vivium Mensura [email_address] AGF Belgium Ethias Argenta Bois Sauvage Cardif AXA-IM La Mondiale SMACLA G2R Groupama Generali Arca Vita Internatio Müller pf Provincie Noord-Brabant CajaSor Tampere City Municipality Taiwan Post CORPORATES CLIENTS Local Global UCB Solvay BASF Distrigaz Barry Callebaut GGS Euronav Belgacom Noble Group BLT Essent NXP ENECO USG People NH Hoteles Embarq Dow Georgia Pacific Owens Corning AUTEMA Carrefour INTERNAL CLIENTS Retail Bank, Private Bank, Fortis Investment Management (FIM), Fortis Assurances, Fortis Lease](https://image.slidesharecdn.com/CSDGBNPPPres-122911581487-phpapp01/85/Csdg-Bnpp-Pres-4-320.jpg)
Csdg Bnpp Pres
- 1. Client Solutions Development Team (CSDG) Discussing partnership opportunities Baestaens Dirk-Emma
- 2. Alpha products such as Risk – return : Data Envelopment Analysis (DEA) Corporate funding issues such as timing, type (fix/float) & currency VaR, cVaR, EaR, Cash-flow at risk Stresstesting MtM (QIS4 / IFRS7) Return yield payoff enhancement Risk factors The Client Solutions Development Team (CSDG) attempts to provide insights into the value drivers and/or risk factors of a firm’s businesses and enables the latter by the use of Fortis’ solutions to: optimize their capital usage 1 perform risk and return analysis 2 meet regulatory (Solvency II) rating (S&P,Moodys,..) accounting (IFRS/FASB) requirements 3
- 3. Portfolio Tools Product Development Corporate Solutions Regulation Payoff Simulation cVaR with/without structured solution Asset Allocation Insurance Surplus Stresstesting ALM Rate Simulation [email_address] Funding optimisation Hedge strategies IFRS / IAS39 Solvency II nFTK Swedish traffic lights Product idea factory Bloomberg/CNBC appearances Website animation Fortis Indices Data Envelopment Analysis Plug&Play MtM Hedge Effectiveness Testing (HEED) Starcatcher (FSTAR Index) Illustrative Output Multi underlying Deliverables Specialised sales force CSDG
- 4. INSTITUTIONALS CLIENTS Local Global KBC AM DEXIA AM ING AM P&V Vivium Mensura [email_address] AGF Belgium Ethias Argenta Bois Sauvage Cardif AXA-IM La Mondiale SMACLA G2R Groupama Generali Arca Vita Internatio Müller pf Provincie Noord-Brabant CajaSor Tampere City Municipality Taiwan Post CORPORATES CLIENTS Local Global UCB Solvay BASF Distrigaz Barry Callebaut GGS Euronav Belgacom Noble Group BLT Essent NXP ENECO USG People NH Hoteles Embarq Dow Georgia Pacific Owens Corning AUTEMA Carrefour INTERNAL CLIENTS Retail Bank, Private Bank, Fortis Investment Management (FIM), Fortis Assurances, Fortis Lease
- 5. More on applications… Set-up “idea factory” for investment products Recession basket Fortis Starcatcher index Benchmarking the Belgian Inflation linker, Commodity allocation to satisfy Insurance ALM constraints, Fixed Income Portfolio Currency Diversification , Basis Risk Analysis Inflation Swap wrt European/Spanish Inflation in Spanish Toll road project, Marginal Risk contribution of structured equity products such as Switcher (cVaR), Implementation monthly VaR software (Excel dll) to revalue sold equity structure to satisfy Spanish regulator, Hedge Effectiveness Testing (HEED ™) in conjunction with PwC Belgium, IRS, Swaption or Cap/Floor sensitivity analysis (bpv, stresstesting) for IFRS purposes, Plug&Play Repricing tool (Vanilla products such as Cap/floor with KI/KO, Structured products such as equity switchers, CRAN,…) Data Envelopment Analysis (DEA), a piecewise linear efficient frontier analysis to stabilise the surplus for a pension fund,
- 6. Presentations - Publications - Events in 2008 Structured Products Benelux, “Structured Products Solutions for a bear market”, Luxemburg, April 2008, 3rd Annual Asset Allocation in Wealth Management, “Structured Products & currency risk”, Amsterdam, May 2008 Fortis Seminars Charleroi (Belgian investment clubs), March Paris, (French Institutionals), April Milano, (Italian Institutionals), May Amsterdam, (Dutch corporates), June Brussels, (Belgian corporates, institutionals respectively), “IAS39 and HEED”, June + September Bloomberg & CNBC, twice weekly interviews on structured products strategies Press contacts incl International Herald Tribune, CBS Marketwatch, WSJE and FT Interviews in De Tijd, dutch speaking financial newspaper Launch bi-weekly structured equity review
- 7. Team Composition 7 people, covering all Benelux languages Strategy has been to engage freshly graduated candidates who can grow in their role Mix of backgrounds is fertile breeding ground for business development Multiproduct – Multiclient in essence Wide competence range enables us to operate fast & flexible within the organisation Team can face all client types ranging from private investor to CFO over asset allocation strategist Being specialist sales spanning all underlyings (apart from credit) and all client types fosters good co-operation with other sales groups.