Quantitative Advisory

In a world that is increasingly affected by global developments and disruptive events and connected in many ways, there is a growing need to use comprehensive analysis to address the complexity of uncertain business decisions.

Embedded in the national financial services practice and the international BDO network and primarily aiming at financial service providers and large corporates, our Quantitative Advisory team pursues the idea of assessing complex economic issues and developing solutions with the aid of quantitative analyses, i.e. using mathematical-stochastic methods and economic models. In doing so, we use or create valuation and decision models (analytical models, simulations, scenario analyses) tailored to the respective problem, which we supplement with methods of artificial intelligence.

Our interdisciplinary team focuses on the following topics:

Financial instruments valuation

• Valuation of derivatives
• Validation of valuation models of financial instruments
• Design and mapping of share-based remuneration models
• Valuation of (complex) structured financial instruments (for the entire capital spectrum)
• Credit risk measurement, rating and capital cost advisory
• Liquidity risk measurement and management
• Interest rate management
• Quantitative validation of supervisory models

Risk management of exchange rates and commodities

• Economic exchange rate and commodity price analyses
• Impact analyses
• Hedging strategies
• Application of currency and commodity derivatives
• Hedge accounting

Application of quantitative methods in transaction and corporate finance advisory

• Economic analysis of business plans and economic forecasts
• Identification, quantification and hierarchisation of company-specific risk drivers
• Simulation-based support of investment and disinvestment decisions
• Identification and quantification of synergy potentials in the form of changes in the risk situation of a company in the context of M&A processes
• Support in the consideration of identified risks in contract negotiations during M&A processes
• Determining debt beta