Quantitative small caps

Grant Thornton has a wide professional network with a vast array of technical skills that is coupled with a drive to understand the business problem; we can set up the most efficient financial risk management structure that fits your underlying business structure and your risk appetite. We can cover a multitude of services: 

  • ICAAP & ILAAP
  • Capital requirements
  • ALM & Actuarial ALM
  • Stress testing (BASEL III / SOLVENCY II)
  • Independence reviews
  • Credit risk
  • Interest rate risk
  • Price risk (Hedging)
  • Foreign exchange risk

Our expert professionals use quantitative techniques to assist organisations in making strategic decisions and manage risk. Decision-making is becoming increasingly complex as there are typically many facets to a decision as the needs of various stakeholders need to be addressed. In an uncertain environment and through the requirement to adhere to ever-increasing regulation, for organisations to understand, quantify and manage risk becomes even more important. Our professionals have worked with global financial institutions, other corporates, regulators, central banks and major law firms.

We provide independent and robust approaches to support complex business decisions around transactions, capital structure optimisation, regulation implementation and risk management. We also support law firms in complex international disputes by providing expert advice and court testimony.

Our advisors use advanced mathematical techniques, statistical tools, market knowledge, modelling and valuation skills to address clients’ problems. Given that value and risk are inextricably linked, our professionals enable organisations to quantify and manage risk to maximise value for their stakeholders. Grant Thornton brings together people with abilities to value businesses and financial instruments as well as advice on optimal ways to manage and hedge risks.