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Significant scale-based savings resulting from our cross-customer hedging and netting approach (i.e. our risk pooling process) can increase your EBITDA by up to 12% p.a. which again is equal to an increase of 16% in sales. Add to this selected commodity upsides, e.g. various sorts of steel or rare earths which thanks to RiskPool become hedgeable for the very first time, and you might see in total up to an 80% annual net profit increase. Hence your EBITDA and net profit will go up sharply.
RiskPool reduces compliance burdens tremendously; just think of KYC checks, MiFID II, EMIR and the likes, which for an insurance policy are no longer applicable from a customer’s perspective. At the same time you are getting rid of all potential legal litigations over contract details (e.g. derivatives pricing) related to hedging transactions.
Our close collaboration with major ERP system providers ensures a seamless integration and stable processes. For now RiskPool and our other Products work with the following systems:
RiskPool is seamlessly integrated with all other products including those provided by third parties since this way we can achieve the maximum utility for you. Thus cross-border transactions, financings or financial solutions want be a complex issue anymore.
Enjoy an increased focus on your core business with automation taking all the financial risk management hassles (e.g. going global without worrying about FX rates) and potential human errors out while the use of artificial intelligence and the inherent insurance asset management contributions are improving results further.
If you face any trouble, you can always let our dedicated support team help you or ask the built-in and proactive robo advisor for help. They are ready for you 24/7.
Deep dive on the theory underlying our solutionPer economic zero-sum-game-theory all available forex, rates and commodity market instruments worldwide added up will return zero profits since the earnings of one stakeholder are the losses of another one. This is because FICC markets are speculative ones, while the stock market for example is a non-speculative market. Every single profit is taken from other market participants whether banks, corporations, or day traders. However, this does not mean that in every individual transaction there is a winner and a loser since there can be mutual advantages due to different currency positions held for varying amounts of time. So, positions will always offset each other in the markets. For corporates/business speculation is usually nothing they like to participate in (exempt from a few financial services firms) and hence reliable rates and spots are clearly preferred over uncertain gains. That is exactly what we are doing by giving customers fixed or capped rates with defined bandwidths of risks and for agreed on periods, matching these preferences with those of other corporations directly. Thus, many positions will eliminate each other and in consequence reduce the residual risk which needs to be transferred to “speculators” and other financial intermediaries in the derivatives market and/or securitised product market (yes we are currently planning to securitise and sell parts of the residual risk). However, since based on our statistical analysis at least (the number is quickly growing with global size) more than 40% of positions can be cleared among customers directly only for the decreasing number of remaining risk positions hedging contracts need to be bought, which is a clear cost advantage given to the customer in addition to not having to run own treasury systems and risk management departments. Beyond this all risk positions are anonymised using a number code logic and thus data protection absolutely ensured and nothing the customer needs to worry about. More so all positions are only transferred to our mutual insurance pool and matched there; hence no direct customer to customer transfers. At the same time the pricing is as mentioned before set dynamically based on our real costs (forecast) and billed at the end of previous month in advance for the next month. The premiums are invested – to insurance standards – in the capital markets, driving the need for hedging instruments further downwards as the insurance asset management returns are integrated into calculations of residual risks to be covered by derivatives less investment returns and in consequence in the premium calculations. With this kind of quasi-internal FICC risk pricing we become a market maker in FICC prices by taking lots of volume out of the original derivatives markets and thus impacting overall pricing of FICC instruments in general and in favour of our customers
Deep dive on the technology and process underlying our solution
Well integrated with all cash management, payment and trade finance solutions provided by third parties via our FinCaT marketplace
Easy cross-border funding solutions based on a direct integration with the FundMaster tool / marketplace
Effective focus on investment processes and targets rather than having to deal with market risks and thus eliminating the need to constantly adjust hedging positions in portfolio management
Expanding RiskPools integration constantly accross new offers
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