"May you live in interesting times" is a Chinese saying.

We probably will. Global macro imbalances at record levels and the highest G7 debt since WWII would be one reason. Another would be the regulatory effects stemming from Basel III and EMIR. Unfortunately, the vast majority of corporates and institutions have not adapted to the indirect effects of this new riskenvironment. Some of the challenges to be met; a decrease of global risk absorbtion capacity and an increasingly digital asset volatility environment. These new challenges need new riskmanagement strategies, where non linearity becomes increasingly important.

Vanna Capital provides solutions to meet these challenges..

Patrik Roos has over 20 years of experience in the world of international capitalmarkets. He leads the task of providing corporates and financial institutions with macro durable financial risk management, financing- and product development solutions, combined with the integration of regulatory related operational effects.

Contributing insights and experience
Patrik is actively contributing insights and experience as a regular speaker - internationally and in Sweden, on the subjects of riskmanagement and regulation. He is also a contributer in various blog posts and editorials, as for example most recently in an article about Risk Parity and Linear Risk Management in the April/May 2013 nrpn online magazine as well as the October 2013 issue of Euromoney´s isf Global Investor "European OTC Derivatives Roundtable".

Read article in NRPN here

Background experience:

Vanna Capital is an independent company charging the customer for its services. This aligns incentives for the customer and Vanna Capital, resulting in solutions that are truly customer oriented. As it should be.

Vanna Capital has its roots within trading of Emerging markets and G20 currency options, integrated with the constant FX companion, yields. A solid financial market experience spanning trading over two decades and including several emerging market crises, provides Vanna Capital with unique insights and aspects valuable to its customer base.

Adding value; There´s a critical difference between a risktaker of an optionsportfolio and a ditto of a linear one on one hand, and there´s a critical difference between a risktaker and a non risktaker when it comes to experience, insightfulness and product development as well as what works and what does not and why. Vanna Capital has both the optionsportfolio and risktaker experience which makes it stand out.

Further; A historical test of a strategy is not sufficient, one needs to know the weaknesses, strengths and the practical usability, taking into account a number of variables, including valuation as well as dynamic aspects. Regulatory analysis is also critical today as there are a number of indirect operational effects stemming from it. Vanna Capital has a deep understanding of its impact. This adds the necessary empirical knowledge to any model or data study. At Vanna Capital, the starting point is your organizations risk exposure. Vanna Capital highlights how to improve it in a new regulatory environment.

Vanna Capital´s assignments includes some of the largest financial institutions in the Nordic countries as well as multinational corporates and exchanges.The results have been lowered risk and costs, while adapting to and exploring various indirect operational effects from the new regulations (Basel III, EMIR). Perhaps more importantly though, it has improved the robustness of the risk management structure, improving performance and decreasing vulnerability in an increasingly fragile asset volatility environment.

Other: Vanna Capital frequently participates at internatonal conferences, making presentations and participating in panels on the subjects of financial market impact from new regulation, riskmanagement development and adaptation.

Vanna Capital press:

Risk&Return Conference, Stockholm;

http://www.risk.net/risk-magazine/news/2345099/basel-split-over-nsfr-impact-on-repo-says-seb-exec?utm_term=&utm_content=Basel%20split%20over%20NSFR%20impact%20on%20repo%2C%20says%20SEB%20exec&utm_campaign=RN.Regulation.Cat_TS.EU.A.U&utm_medium=Email&utm_source=RN.DCM.Editors_Updates

TSAM, London:

 https://www.euroclear.com/en/news-views/news/market-news/Asset-managers-should-be-wary-of-swap-future-risks.html

TSAM, London:

http://www.thetradenews.com/news/Asset_Classes/Derivatives/Buy-siders_warned_of_swap_future_risks.aspx

TSAM London:

http://www.bankingtech.com/76351/tsam-delegates-slam-otc-derivatives-regulation/

http://www.bankingtech.com/78701/riding-the-otc-rollercoaster/

Meet the CEO Patrik Roos