JnB is an Amsterdam-based advisory boutique specialising in quantitative derivatives advice and reporting. Our primary focus is price calculation of derivatives, including XVA and regulatory impacts, and the advantages of the different choices you face. As a result we are able to ensure you have full insight on which to base your decisions, both when entering into transactions, and in managing your portfolio as economic circumstances change.
Although we may begin with ad hoc transactional advice our ultimate aim is to become your trusted partner. We don’t just take an event or execution-driven view of business but instead provide proactive support across the entire portfolio lifecycle, from development of your hedging strategy, through price negotiation, credit risk documentation and liquidity management, to unwind opportunities.
We cover portfolios containing interest rate, credit, FX and commodity derivatives, and service primarily mid-sized and large corporates, pension funds, and public institutions. We bring over 35 years of banking experience to bear on unlocking the value in your transactions, ensuring your hedging is as efficient as possible and bringing comfort and reassurance to you and your organisation.
- Transaction Pricing;
- Liquidity risk management;
- Credit risk mitigation;
- Repricing opportunities.