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